It’s also true that the different metals used for brake drums, wheel studs, lug nuts and the actual wheel all have different thermal expansion rates, so that heat cycling from braking will loosen lug nuts. Wheel balance and harmonic vibrations will do the same.
Which is exactly why every car and wheel manufacturer will provide a mileage interval for checking your lug nut torque.
And if you’re actually checking your lug nuts periodically like you’re supposed to then it doesn’t matter which direction the threads go because the lug nuts will be tight!