FYI - Ford used anti-seize on lug-nuts from the factory starting in the 80’s. They had to make special acorn nuts with a small air-relief hole in them so air-tools could achieve proper torque due to air-lock effect.
Everything that I take apart in dissimilar metals or with a lock-washer, locking nut or back-up nut gets a little anti-seize on my cars, unless it is an assembly already packed with grease, or is an open hole into a water passage or intake or other fluid.
You wanna do it dry and then break it later, fine. Not me.
Another FYI - the thread lands are a much larger area of contact than the little cone on a lug nut. Do the math. For instance, the thread contact area of a 1/2-20 bolt is about .75 sq.in. for 1" of engagement. That would require a 1/2" lug nut with an OD of about 1" IN FULL CONTACT WITH THE WHEEL, which only occurs on alloys, oh, dissimilar metals, use anti-seize - lol
I’ve had the “I won’t work on a car with a foreign substance on the lugs” crap before. That is just lazy-mechanicin’.