This is what I was told by one of those alloy wheel type places when i bought some alloys years ago and needed different nuts to fit the chamfer of the alloys.

I wasnt really convinced either but they never came undone.

not really been in the same situation since then (i.e my other cars/alloys since have had loads of turns)

In aerospace I know they specify the thread should be flush with the nut at a minimum but 1 thread over the nut is preferable. Dont know what the threshold for cars is though!