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It might be actually the opposite.sophiecentaur said:If there is a chance of a nut being under-tightened then a bit of sticktion under a dry nut may be 'statistically' safer than having a slippy nut.
The true aim when installing a nut & bolt fastener is to obtain a proper bolt elongation. The proper way of "torquing" a bolt is by measuring its length variation with a micrometer. Bolt elongation is proportional to the bolt axial stress and you want to have it as high as possible without exceeding the elastic/plastic deformation limit (i.e. yield strength).
Measuring a bolt length under stress can be difficult, sometimes impossible. But we can relate the torque applied on the bolt to its axial load (i.e. stress), IF we know the coefficient of friction. The friction coefficient is irrelevant; large or small it is still the axial bolt stress that matters. When a torque is specified, it must be specified in which conditions as well (dry or lubricated; often, even which lubricant is important).
That being said, if you applied a torque specified for a lubricated situation and the bolt is dry or rusty (i.e. higher sticktion), YOUR BOLT MAY BE UNDER-TIGHTENED! In the opposite situation, the bolt may be over-stressed and will failed.
The bolt is like a spring and you want to axially load it appropriately such that when the parts "compress" together under loads applied to them, then there is still an axial load (no matter how small it is) to prevent loosening. But it doesn't matter how high is the friction coefficient between the threads if the axial load becomes temporarily zero (which is basically the only situation where loosening is possible).
I personally prefer lubrication - especially on wheel studs that are prone to rust - just because I like to be able to remove them easily, like they were meant to be (Why use a nut & bolt if they are 'welded' together?). Lately, I also like to use stainless steel nuts & bolts (I hate rust) and lubrication is a must, otherwise they easily 'weld' together due to galling.