There are a lot of things that can go wrong when tightening up lug nuts - a piece of grit between the hub and the wheel, un-even centering - and the purpose of retorquing is to make sure the lug nuts are tight enough to hold the wheel on. Even if it is a one-in-a-million, a wheel falling off can cause all kinds of bad things to happen.
The lug nut seats on steel wheel act like springs, so they do a better job of retaining their torque if the wheels settles into a different position.
If you are doing it yourself, then it should be obvious that it doesn't take long to do.
If you are not doing it yourself, then take the safe route - either learn to do it yourself or return for the retightening.