Aluminum (and titanium) lug nuts were originally a racing derived application to keep weight off of the car, especially un-sprung rotating weight. Since the life cycle of a racing lug nut is very low (often 1 race or 1 pit stop) any kind of galvanic corrosion, fatigue, thread stripping is deemed negligible in that application. For the street however, I've never really seen the point in running them as there are a lot of things to watch out for (risks).