What is the risk of using some lube on the threads? will the come lose?.
It's not about the nuts coming loose, it's about getting the right tension on the bolt. What we really care about is how much clamping force is applied to the joint in question. This clamping force comes from the bolt (here the stud) being stretched a little bit. Visualise the bolt as an incredibly powerful spring. We usually can't measure how much the bolt is stretching, so we use a proxy measure. That is, we measure how much twisting force is being applied to the nut (i.e. torque), because that correlates to how much 'pull' the nut is putting on the bolt. The manufacturer already figured out the conversion for us - they want the bolt to stretch 'x' amount, so they figured out we need 'y' twisting force on the nut.
But when we apply effort (torque) to the end of the spanner, only part of that effort goes into stretching the bolt to provide the clamping force. Some of the remainder goes into overcoming friction between the nut and the bolt (and some goes elsewhere, e.g. into deforming the nut slightly, some into heat, etc). So for a given amount of torque, the amount of actual bolt-stretching (which we care about) will depend on how much energy is being absorbed by friction. Lubricate means less friction means, for a given amount of effort being applied to the spanner, more stretching force applied to the bolt.
The problem is that too much force on the bolt can result in it being "overstretched" so it loses its springiness and hence loses its clamping force, or worse (and we usually only notice when this happens) the bolt shears or the thread strips.
Hence, we need to know whether the manufacturer expected us to oil the threads, when they told us what torque to apply. If they did, and we don't oil them, then we won't be applying enough stretch to the bolt because we'll be 'wasting' too much of our twisting effort in friction. Conversely, if they did not expect us to lube the threads, then if we do so and then apply the specified torque we'll actually be overtightening the bolt, because the manufacturer assumed we'd be losing more effort along the way through friction.
So the million dollar question is what was the manufacturer expecting!! This I can't say for sure, but Kevin Cameron is an expert, I believe, and he says light oiling, partly to overcome dirt, corrosion, existing deformation from prior tightening, etc.