These are my thoughts on one possible explanation for trailer wheel loss This would be so much easier if I could post diagrams!- So Its long and involves some good mental agility - so if your easily board by such things don't read it.
I don't know if other countries see the same percentage loose wheels, but I'm guessing that our friend Lutz would have been more vocal on the subject if it were a significant problem abroad. - but there could be a reason why we seem to see more wheel loosening in the uk.
It is quite common to create vibrations to help loosen a tight nut or bolt by applying a torque to the fixing whilst hitting the assembly with a hammer. This works becasue of the percussive nature of the hammer blow sets up a vibration in the assembly, and the vibration effectively momentarily reduces the thickness of the component being clamped by the fixing, and the reduced tension in the fixing allow the torque to actually start to move the hexagon. The same process is used to enable higher tension to be set up in fixings during Assembly.
The process could be happening with trailer road wheels. but it's less obvious how the torque is being applied to the nut or bolt to cause it to loosen.
As a trailers wheel are never driven, they are always being 'dragged' and that means the wheel hub will always be trying to resist the wheels rotation, especially under braking. Any play in the wheel studs or bolts would mean that if insufficient clamping force had been generated, the fixings could allow a shimmy between the wheel rim and the axle hub. Such a shimmy could be caused by the amount of punishment the wheel receives by going over potholes, or the severity of breaking.
Presuming the shimmy described above is a rotational and on the same centre of rotation as the wheel hub, The bolts or nuts would receive a torque becasue the contact area of each hexagonal head will sit on a radius from the centre of the wheel, and that gives different radial lengths between the side of the hexagon facing the centre of the wheel and the face nearest the rim of the wheel. This means for any shimmy of the wheel, the angular displacement will set up a differential torque on either side of the hexagon, but there will be a net bias in favour of the side of the hexagon furthest from the centre of the wheel.
This is why the wheels direction of rotation becomes important. Given that as far as I know all caravan wheel nuts or bolts are right hand threaded, the wheel that rotates in an anticlockwise direction will try to undo the fixings, whilst those having a clockwise rotation will actually try to tighten.
As we drive on the left in the UK that means the near side trailer wheel will turn anticlockwise and thus will be trying to undo the wheel nuts. Where as driving on the right,as on the continent the wheel in the gutter will be rotating clockwise and thus doing more to tighten the nuts rather than loosening them.
It can easily be seen that in the UK most of our potholes do occur on the near side of each carriage way, and we seem to have more potholes than many other countries so it seems we are more likely to see wheel loosening.
Caravans tyres are often have to carry a greater load than individual car wheels so they may be worked harder. Many are closer to a commercial tyres with stiffer side walls, which might transmit more vibrations into the wheel.
What can we do about it? The most important thing is to ensure that when a wheel is to be fitted all the surfaces are free from debris, and to ensure the correct torque is used on the nuts or bolts. And Its just good practice to check the wheel nuts after a few miles in case there has been any loosening.
It sensible to check the pressures & nuts before any journey as part of the pre trip routines.
Making sure trailer wheels are fitted with dampers, to reduce harmonic resonances in the wheels.
It seems that trailers may be more susceptible to these issues than cars, so perhaps the trailer manufactures should be following the lead of the car manufactures in design details.