So a couple of things,
Did some research. Aluminum Alloy 7015 (7000-series is alloyed with Zinc) is a cocktail of a bunch of Transition Metals -- namely Iron, Manganese, Magnesium, Copper, Zinc, Titanium, and Vanadium* ( *usually seen in tandem with Titanium, as it is used in Titanium alloys). These are mixed together to strengthen the existing aluminum. Many mixture designations of Aluminum are rated as stronger than or comparable to the strength of Steel (eg. AA 7075). This stuff is fairly heat resistant-- and pretty strong. For it to 'weld' to your Wheel Studs, you'd have to generate a
ton of sustained braking heat. I can't be 100% sure, but if you meant 'weld' more colloquially, then the simpler answer is that lug nuts get stuck due to
corrosion. I unearthed a write-up on a heat-based experiment for AA7015 and AA6061 for your own perusal. The control designations lose ultimate strength as heat is applied, becoming about half as strong at 300 degrees Celsius, or 572 degrees Fahrenhiet. Draw your own conclusions.
https://core.ac.uk/download/pdf/148660789.pdf
For the second half,
@JAMES JANZEN is right. I've seen a lot of people use anti-seize to prevent rust on their wheel studs, thereby preventing a... well, seized lug. Generally speaking, if you have good condition wheel studs--and rotate your tires regularly, you shouldn't have to add lubricants (Just clean the studs off when you rotate). It's NOT recommended to use anti seize because it's easy to destroy both the lug and wheel-stud threads by over-torquing (don't anti-seize and use an impact,
good gravy). Dry torque ratings are not the same as 'wet' torque ratings!
Here's a handy chart for my first text dump.
View attachment 60164