Yes the centre lock nuts/spinners tighten in use, that's why they are handed per side so rather than undo on one side they will tighten. I too have had your experience in my early ownership days but luckily remembered my father telling me about this phenomenon. I have the octagonal socket to make life easy but regularly loosen and retighten the centre locks to prevent 0ver tightening happening. My father showed me this design feature by just literally snecking the spinners up and after a days driving they were adequately fastened for normal use. A safety feature in days gone by but with the higher torqued cars now, they tend to over tighten.
Spoked wheels, just as an aside can now be too flexible with higher torque vehicles. First they had increased the spoke count but now tend to use alloys as first seen for this reason in the roadster V6 although buyers sometimes still opted for them instead. and we are not seeing any classic spoked wheels now on current Morgans or centre locks.
