The wheel nuts clamp the wheel on tight, so that friction holds the wheel onto the hub - actually the disc brake rotor. So the warning is that ifthe wheel is loose, then the studs are taking the weight instead. So I imagine it chews up the wheels and makes a noise. But the studs also go through the brake rotor, and I think that on the front wheels during a panic stop, the force of the rotor on the studs would be more than the weight, so that is more likely to shear off the studs. Has anybody seen this - catastrophic failure during a sudden stop? Maybe they didn't live to tell the tale.