I agree. As long as the anti seize is kept off the threads and flat washers and any flat mating surfaces it will not affect torque values.Looks like a reaction between the steel nuts and the alloy wheels? I would clean them off with steel wool and apply a thin layer of grease to that surface only, where the lug contacts the inside of the hole. This should keep the surface from corroding and not affect torqueing of the nuts. Hope this helps you.
Metal free marine anti seize would be a good product for this application.
LOCTITE LB 8023
Black, metal-free, brush top lubricant and anti-seize made from graphite, calcium, boron nitride and rust inhibitors. ABS approved.

LOCTITE® LB 8023 is a black, metal-free, brush top lubricant and anti-seize made from graphite, calcium, boron nitride and rust inhibitors. ABS approved, it protects assemblies from fresh and salt water. It works especially well in high humidity conditions. It has excellent lubricity , superior water wash-out spray resistance and prevents galvanic corrosion. High temperature resistance to 1,315°C.