Would not recommend antisieze on any threads requiring torque. Review wet torque vs dry torque. You can easily lose a wheel as wet torque is approximately 30% less than dry torque. 100% understand the concern for seizing living in the rust belt, but not for lugnuts.
I did some quick google searches on this after reading your comment. While I agree this can affect the amount actual torque on the nuts, I have never had a nut come loose as stated by many people online. I have had lug nuts seize up on a stud a handful of times which is a right pain in the butt. One thing I also learned was not to have any antisieze on the face of the lug nut where it comes into contact with the wheel, this I do agree with. In the end it is personal preference. I have never had an issue in the past and I have done it for many years. Keep in mind, I don't use a ton of it, just a little. Appreciate the comments.