Think of it this way........ The threads are 'basically' a triangle observed from the side, they are designed (by what type of metal they're made from, and what their Rockwell hardness # is) for a certain stress.
Understress, it's not tight enough, in other words, it's already loose, and the problem ain't getting any better with the cycling Don mentioned.
Overstress, and the shape is malformed and no longer mates with the lug, leaving voids and eccentrics, THAT usually loosens quicker than an undertorque.
I've got some literature on WHY it is improper to retorque after proper torque has been reached, but I may have to wait until Monday, and I'll talk to our testers to see what they've got. This stuff is a lot more "official" than just putting it here, so if I can find it (I'm pretty sure I can) I'll pass it along.
