This is yet another religious war like sway bars vs. springs, but I will wade in...
Disclaimer: Do whatever your owner's or service manual says to do. I am not responsible for anything you do after reading my words.
That said, it all depends what you believe holds things together... tension, or friction.
The friction advocates believe that anti-seize will either cause lugs to be over tightened or slip loose, or both depending on whether the anti-seize is used on threads mating surface or both.
The tension folks say tension in the lug / stud holds things together and only a minimal amount of static friction is required to keep things from loosening under proper tension and anti-seize keeps mating surfaces from bonding from any number of mechanical or chemical processes.
You will find well known web sites who should have technical staff that have each of these opinions.
You will also find anecdotal evidence of all forms supporting both positions.
Part of the problem is that torque wrenches are not really accurate for tensioning threaded steel rods, but that is a whole other discussion, and they are better than nothing.
I am not claiming to be a physicist or a material sciences expert, but IMHO, anti-seize has more pros than cons.
1. Your engine which has as much if not more vibration than your wheels is held together INTERNALLY by bolts that are constantly sprayed by some of of the most advanced lubricants on the planet. If lubrication caused properly tensioned threaded rods to come loose, your engine wouldn't last 5 minutes.
2. Static friction > dynamic friction. Torque requires movement and can be gauged much more accurately in a smoothly moving environment. Dry metal on metal dynamic friction causes torque extremes like a an earthquake fault. now somebody go invent a tectonic plate lubricant.

When building an engine, almost everything gets "assembly lube" prior to being installed/torqued for this and other reasons.
3. Different metals in contact do all sort of nasty electrochemical things that can all but weld them together. Similar metals can bond in the presence of oxidation.
4. Paint and such change thickness and friction characteristics when heated and cooled under pressure.
5. Anti-seize can is messy when changing wheels.
So, to summarize, metal on metal interfaces should be properly lubricated, not with paint and wear gloves and/or wash your hands.