So how about that, front wheel flew off!

Hard lessons but the fact that you're looking at the incident for "Lessons Learned" as they say in mil-speak is very good.

Possibility #1 matches established patterns and and fastner theory. Tech explanation. The forces that hold a thread fastener are developed from the wedging action of the threads. It is essential to preload them because steel acts a little bit like a spring and any lightly tightened screw thread will loosen when subject to vibration.

Possibility #2. It appears you did not have this problem here. Only about 4-5 threads of full engagement are needed. In fact that's all that does the majority of work even if more threads are engaged. (Exceptions being Detroit Tool's Spira-lock and to some degree Whitworth thread forms). A good rule of thumb is to have thread engagement equal to least one diameter.

Possibility #3. Doesn't look stripped in the photos. However you are right that this could be a possibility IF you had forced them. You can feel a stripped thread when you tighten them up by hand. If threads are dirty or rusty it is always good practice to run a die or thread cleaner over them. Some of us use a little bit of anti-sieze after that. Yes. Really.
Another cause of stripped threads is the bolt is too long and bottoms out before the threads tighten up.

1) don't work on the car when exhausted/sleepy! 2)torque everything down!!!
1) Yea. but we've all done it. Someone told me more accidents occur after 3:30 PM than the rest of the work day. Not sure if its true but its believable. I try to call it day if its late and I catch myself doing or start to do something stupid, especially when working with power or sharp tools.

2) Ah! I had guys in pro shop (moderately high dollar race cars) that didn't know this. It's one of Carrol Smith's famous rules. His version goes something like: If you put something on, tighten to spec. Otherwise don't put it on. If you leave it to later, you'll forget.