there are covers in the wheel nuts used on alloy wheels. They aren't meant to come off, but....they corrode on the inside which makes them swell so you can't get your 27mm socket on to undo the nuts and sometimes, as you have found, they come loose all by themselves. I got so fed up with them that I removed all of mine...this means the nuts are slightly small for the 27mm socket and can lead to them rounding off...