The nylon locking system in your nut wears out! Yes, you need to replace these guys every 10-20 times you take your wheels on or off.
Better Bearings Tough Nuts are designed to fit most 8mm US threaded axles. They are really tough but weigh in under most of the other brands. Featuring an excellent nylon lock design these nuts ensure longer thread life, and creates higher tolerances for a more secure fit. The metal is coated rust resistant meaning you don't need to change them as often as other brands.