That is a good point. Brand new and normally used metal parts will have a failure point, probably in response to a normally distributed amount of force, and this is taken into account when the car is designed. If you fatigue the metal, it will have less safety margin.
The lug threads certainly need to be strong enough to allow for proper torquing, but need to support the force of a 3,000 vehicle in a turn in addition to the constant force of the tensioned lug bolt.