I've been thinking about this for a bit. Personally, I've never ran into this but I know why. I've always built mine left handed, so loosening was never an issue.
Once I've finished building them, I also use either a threadlock, a jam nut, or a nut with an insert so that they won't loosen. I also add a washer of sorts between the head of the bolt and the inner bearing race so that I can tighten in the correct spot.
On my homemade wheels, I took a page from the book of Beaumont Metalworks, and put a sleeve inside the wheel that I can tighten the inner bearing races against so that everything is nice and snug.
Jamie