Definitely. In the old days (and probably still) there were even shops that couldn't be bothered to buy a special spindle nut socket, so would "torque" the nuts down with a screwdriver and hammer. Can't get much pressure on them that way.
Didn't matter though, as they were not aware that they had to be adjusted differently than a 2wd truck or car anyway.
Good example is my buddy who had Pep Boys do his F250 before a trip to L.A.
Got about half-way down I-5 when he could tell something was going wrong. Checked it out, had to temporarily re-adjust things by hand, so that he could get to the nearest gas station with a few tools. Can't remember if he got towed any distance or not, but no matter. Pep Boys simply hadn't bothered to tell a customer that they didn't have the proper tools to do a 4wd service, and let him go on a 300 mile trip!
Oh, and that was only about five years ago.
So yeah, I'm sure lots of people have lost their wheels over the years.
Paul