Wow, what an array of opinions, but I haven't seen anyone address the problem of trying to get an over torqued, dry, rusty lug nut off that an impact won't even break loose.
That is the reason I have for putting some lube on wheel studs.
The experts can say what ever they want, but in my world with salt on the roads and rust on studs I don't put them on dry and have been doing that for over 40 years with no problems.
A buddy came over last week with his truck and we fought to get two lug nuts off, they were put on dry.
Over the years I have used different lubes, but never dry.
The biggest problem I have is that the expert is not there to help me when his advice fails.
Dan