My 2 cents...
My current vehicle is a 1998 BMW 5-series. I have two sets of wheels+tires - winter and summer - both aluminum alloy. I rotate each set halfway through the season as well. It's always been important to me to make sure that whatever lug torque is used is the same on each lug - a lot of shops don't share that concern.
BMWs have a lug bolt system, not studs and nuts, and hub-centric wheel design. The lug bolts have tapers which align and snug against the alloys.
I've had problems with wheels sticking on during salt season. I've even had problems with silver anti-seize permitting "corrosion" and sticking over the winter. The paste will turn chunky and ivory-coloured. I've since switch to copper-based and had no issues.
Every change I make sure that the mating surfaces of the wheels and rotor hat are clean, and they always have been since I started doing this myself years ago. I then apply a coating of copper anti-seize to the entire rotor hat area that forms the mating surface with the wheel. I also lightly apply anti-seize to the threads of the lug bolt.
BMW has reportedly upped it's torque recommendation for "all models" over the years. Years ago I was told 78-88. Then 80-84, 84, 86 and 88 most recently. I "assemble" with my impact gun on the lowest setting to get all the lugs seated and lower the car to torque with a wrench. Since my threads are "wet" I torque to 80 - 10% margin gets me to a dry equivalent of 88 which is still in range. Never had a bolt be any less tight than 80 when I take it off and when I check on them a couple of days after installation they never take any additional rotation. At least in the summer my wheels see 'high loads' from driving
My dad also has a similar car and I change his wheels/tires with the same practice. When going in for a recent large scheduled inspection his local dealer flipped out about the anti-seize on the threads. However, they were also just told that we sourced our own factory parts and did almost all of the inspection ourselves so they were out $1000 and were probably trying to cast doubt on the quality of the work (O2 sensors, air filters, oil changes, transmission and diff fluid, plugs,
Anyhow, at least one local dealer probably leaves threads dry. I've never had a thread oxidation or binding issue so I'm not insistent on using it on the threads, but I also have the wheels off every 3000km or so. I have had mating surface issues, so they definitely get anti-seize. Since I have never observed any loosening of the lugs, I would say that there's no issue using anti-seize if you know what you're doing and "undertorque" so that you don't overstretch the bolts.
Craig.