Coppaslip is excellent at prevention of thread galling, due to it's low stacking fault energy.
It prevents metal with high friction coefficients from transferring, incidentally stainless steel has a higher friction coefficient than mild steel, and being softer has a greater propensity to "pick up" on the threadform.
Coppaslip is far better than conventional lithium greases in seizing prevention, however it shouldn't be used on wheel bolt threads, instead used sparingly on the conical part of the bolt which is in contact with the wheel, and on the face of the wheel which is in contact with the hub.
Also something that shouldn't be forgotten, application of lubricant to a thread affects how torque is applied and indeed tension of that fastener, a rough guide of thumb is an increase of 25%
So if you tighten to the torque specified in the manual, with your torque wrench set at 125 Nm will result in the bolts being tightened to 155 Nm
While this is unlikely to result in deformation of the threadform, it will make it very difficult to remove the bolts on the roadside with the standard toolkit
I hope this explanation is detailed enough to explain why you shouldn't use lube on the thread of wheel bolts
Brian