Why does wheel nuts get loose when driving?

They were not torqued to the correct OEM ft/lbs when installed. It is also possible the wrong type lug nuts were installed. You must match the lug nut with the wheel as there are many different types. Just because it fits the bolt does not mean it is the correct nut. Same are flat, some are conical, and others are a combination. Also if the lug nit was cross threaded it will not stay tight.