Originally posted by DakarM
just relaying what I was told by several seasoned track drivers/mechanics.
it makes the engagement smoother by reducing friction.
friction is what makes the lug nuts tighter. less friction means you can tighten the nuts easier.
that's how it was explained to me. but we hardly get salt on the roads here in CA 
I only use anti-seize on the hub and rotor to prevent it from fusing together because of rust.
Right too much friction can cause the threads to cross and in some northeast states salt causes aluminum to seize together. I've only had problems taking off my lugs, never putting them on.
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