Yikes! That would've sucked! I once saw what happened when a car lost a wheel and hit another vehicle head-on.
Later, the accident investigators reported only one lug nut held the wheel on and it sheared off after driving a few miles. Turned out to be an attempted murder case (those other 3 lug nuts didn't magically unfasten)...
Good thing you checked it. Glad you're OK!!!
Maybe everyone should go out and give them a quick torque. I shall declare it "Lug Nut Torque Awareness Day"
-Rick