My wheel fell off on the interstate/think someone is messing with me?

OK so two days ago I decided to go on a hike with my girl friend and another friend. We took two vehicles (my pickup and my friends suby to a small farm town) so I could go home to my girl's home town after the hike was over. We parked outside of a bar and hopped in my friends suby and drove to the trail head. We got back to where we parked around 10:30 PM, there was barely anyone around and it had been dark for nearly 2 hours due to weather. Anyway, we hit the road and drove about 50 miles. We were driving through some pretty nasty weather, a regular Montana hurricane. If it was pulling funny I wouldnt have known as the wind was blowing limbs around, I even saw a fireworks stand get blown over.

Here's where it gets gnarly, we are on an on ramp for the interstate, getting up to speed when I hear a noise like baseball cards in bike spokes but way worse. I immediately slow down and start moving to the shoulder when boom my side of the truck is on the road, sparks are everywhere and I watch my wheel hit the center median and clear the other the other side of the interstate. I estimate I was going 40-45 mph at this point. Really woke me up. Luckily we both had our headlamps and found the wheel about 15 minutes later. Im guessing it was 150-200 yards from where we stopped.

Next it came time to improvise, all I had was a bottle jack with 6" of lift. Not enough when your brake rotor in the asphalt. The same brake rotor that augered about 3/4" to 1" into the asphalt as I slid to a stop. I jacked up the truck and put a rock under the rotor. Next I set two shovel handles side by side and a 1x6 under my jack. I still needed about another 1/2" of lift and was out of shimming material so I used one of my Chacos. I got the wheel back on and had to bum some lug nuts off my remaining wheels. I drove to her house and then home the next day, the alignment seems fine, and the brakes seem fine. Crazy, Frontiers have a solid front end.

Now comes the un answered part, what caused the wheel to fall off?
I haven't had that wheel off for about 7,000 miles since I last rotated, pretty much rules out the possibility that I didn't tighten them plus the other 3 wheels were tight.
Someone could be messing with me.. I had my lug wrench in the back so anyone could have used it to loosen the nuts but this seems un likely since I made it 50 miles. The other weird thing is all my lugs are fine, I've heard when your nuts are to loose it destroys the threads on the lugs. Only one of the lugs was even slightly damaged and I got the nut started fine. This leads me to why? I don't think someone did that for one its un likely and two that is a serious prank. We both could have died, Im lucky we didn't roll. I took it in to my mechanic today to check the rotors and alignment, I asked him to check everything he would check if it was his vehicle. He also said he has never heard of anything like this happening. He said with the amount of driving I did the only way he has heard of wheels falling off was from a lug sheering off. He had no idea how it would happen unless someone messed with us which he said seemed unlikely too.

Crazy. Anyone have an opinon?