Although stainless spoke nuts are available, they are much more expensive as tapping threads in stainless is comparatively difficult, compared to creating a male thread. Stainless is also susceptible to “galling” where material from one component is transferred onto the other, which can lead to them fusing together. In extreme cases, threads can become weakened and pull out. So that could be a reason why your spoke nipples are rusty because they were steel or plated steel rather than stainless.
