100% a question to get angry answers on both sides. I use anti-sieze on lugs but I also use an adjusted torque value with that to compensate for the reduced friction, and check my lugs frequently.

There are two possible failures here, you overstretch the stud and yield it from the reduced friction in the thread increasing the tension in the stud threads which weakens the stud and either pops it off when you tighten it or it fatigues and pops off later. The other failure is that the nut comes loose later when you are driving. I've never seen that actually happen.

Reason for me using anti-sieze is, I tow a trailer in salt water and have had lugs rust to the studs then snap the hex off the lug leaving me to drill out the little nubbin that got left behind. Luckily it was in my garage that it happened and not on the road.