Stainless Steel Lug Nuts----Don't Use Them!

Stainless on different metals usually means problems for extreme stress point such as this. Even stainless on stainless can cause issues if the threads aren't cleaned thoroughly. In my experience, never use power tools to tighten or loosen stainless. The heat generated and possibility of debris in the thread trough will bite ya. Clean clean clean those threads before removal and before install.
Never seen stainless lug nuts. Wouldn't like them, that's for sure. OP found the problem and hopefully not have any further issues.

Edit for spelling