Your post reminded me of this urban myth (?) tale:
I sold my car and gave the new owner the four winter tires/wheels.
After a few weeks it was obvious that new owner wasn't going to come back to collect them, so I put them at the end of the drive with a sign "These fit a Renault Clio Dacia or Nissan Micra. Free"
And there they remained. My neighbour's advice was to replace "Free" with $75 or offers"
They were stolen within the hour.
Re wheel nuts: Honda CRV and the owner spent $85 on a set of four anti-theft nuts and special tool. Only six months old and they couldn't take the manufacturer's tightening torque. Three broke.
Owner: "Couldn't you have not tightened them so much?" He loves to talk in double negatives...
Me: "No, I tightened them to what the instructions said" End of story. There can be no example where I would leave a wheel nut loose to compensate for poor design or dodgy metal.
In my experience, only the one time have I come across stolen wheels. It was on a nearly new Datsun Cherry. A hire car too and his neighbours were apparently jealous of "his" new motor. The vandalism to the rest of the car made the stolen wheels a minor side story.
So they are generally speaking not worth the outlay or bother?