FWIW, I lost four of eight nuts and studs and a fifth lug nut from rt rear wheel on a short trip across the state last year. Like OP, I never felt a thing till backing into the site and saw tire seriously canted. I looked at tires and felt for heat about 30 miles along and all were fine. Every other 24 lug nuts were torqued at 100lbs. I had previously checked torque at tire change and twice more after that on a previous trip.
The hub turned out to have been cracked across the braking surface for long enough for there to be rust on the edges of the crack. Don't think that caused the failure, but I still have no real answer as to the true cause of the failure. I replaced the hub and now carry a spare hub, because I had such trouble finding the right one.
I know the lugs were all torque wrench tightened, by me, and checked, what should have been enough. I think it's like dying. When it's your turn to have a boo boo, something will happen! Even if it's too wierd for words!