how often do lug nuts break when you try to unscrew them?
Normally never. If they break it may be because they were overtightened (somebody with an impact wrench, maybe). How many have broken?
two
You haven’t said how long the lug nuts have been sitting on their studs. So if you’re talking about a set of wheels that have been on for 10 years or something and full of rust then there would be no surprise if some broke.
If this is a car that is in regular service & periodically has the wheels pulled for any of those reasons that wheels come off (rotations, brake checked, etc.), then the problem is likely with whomever last installed the wheels - big time over tightening. This is not a normal thing.
I would say it is more likely for the wheel studs to be the broken part. It is not at all uncommon for the lug nut to sieze to the stud and many air impacts can twist the lug stud right off. Wheel lug studs will break. I don’t really consider them a scheduled maintenance item, but pretty close.