Had 2 1969 Dodge trucks at one time. One side left hand, one side right. Never figured out why this was done. Cause the autos with them all right hand thread never unscrewed.
I have run into left hand threads on the wheels of 19th century buggys. They didn't have the benefit of modern bearings so there was always a small amount of drag on the spindle nut which could cause them to unscrew. I suspect when the transition to horseless carriages happened, the practice was carried over.
As to a modern vehicle losing its nuts, it happened to me. I had my tires replace at a local shop. A few days later, on my way to work, my car developed a large wobble. Two of the studs on the driver side front wheel had snapped off and the three remaining studs were all loose with one of them missing. I tightened the remaining lug nuts and pulled another off a rear wheel and was able to drive home. I later ended up making a tool to extract the broken studs. The passenger side nuts were snug but not fully tightened. None of those had spun off.
In another case, I was having new tires put on my car and the woman who had just left came charging in, steaming mad, She had gottern a half mile down the road when one of her wheels fell off. I have seen wheels come off from vehicles in front of me, the drivers side again.
And lastly, it happened to me. I had changed tires on a trailer and was hauling belongings to our newly acquired farm. Coming down a hill, the drivers side trailer wheel past me by, went bouncing through a farmer's yard, and ended up in the marsh a quarter of a mile away. The farmer was sure we were trying to kill him or his family members and called the sheriff. A deputy paid me a visit and I explained what had happened, with no further consequences. I had failed to tighten the nug nuts when I installed the wheel.