This has been covered many times before.
The holes in steel wheels are a loose fit on the stud. The wheel is secured and centred by matching tapers on the bottom of the nut and in the outside of the hole in the wheel.
The holes in alloy wheels are a snug fit on the stud. There is no taper on the hut or in the hole. The wheel is secured by the tension in the stud clamping the flat-bottomed nut to the flat surface of the wheel.
If you use the wrong combination of nut and wheel, your wheels will fall off eventually. Either because the wheel nut works loose, or because the nut gets pulled through the wheel hole by the tremendous lateral forces when cornering.