Sorry man - did not want to come off snarky. Fatigue is ultimately something that happens to a metallic material that is subject to cycling stress - mechanical, pressure or temperature fluctuations. There are tests to determine the "fatigue limit" - you take a specimen and subject it to a load such that the lowest load is about 10% of the highest (now, what that value is in relationship to the yield strength of material is something that is determined for the application). Then, you count the number of cycles that the specimen can survive. Some can survive "indefinitely" at some stress level (called 'fatigue limit') - so, you can design parts around that. But, if the stress is 'high enough', you will likely find that the material will break at some point (typically, around 1 million cycles or less). Fatigue failures have rather distinct look - when investigating, one looks at the "beach" or "river" marks - the gradually propagating crack leaves these "fronts" as it grows inward. At some point, the ultimate strength of material is exceeded and the part/specimen simply breaks. Now, having "stress risers" - such as threads or "pinch/bend" points (such as the edge of the lug nut) - exacerbates the situation, and the specimen/part would break at lower levels.
Thus a wheel that is not completely plumb on the hub would be subject to lots of cycles, and if the material is not strong enough, you will eventually break it. I am pretty sure that the designers at Ford obsessed about the fatigue limit of the bolt steel grade they were planning on using. So, they picked the cheapest (lower strength one) that could use for the anticipated level of stress, which would not exceed the fatigue limit. In my case, I wend beyond that with the stress level - hence the repeatedly breaking bolts. Now, these are "original" bolts, the newer ones I put in have not seen the critical number of cycles, but I am sure that it would be a matter of time if I continued with the set up.
Hope this helps - mechanical behavior 101.
PS - I did post pictures - see links in Page 1.