Oil/Anti-seize on outside of nipple when building a wheel?
Threads are a locking mechanism. The issue is simply the threads are easily damaged and do not properly tighten. They can distort from over tightening, crack ect. To say anti seize does not lubricate is nonsense, that's exactly what it does. It allows the threads slip, tightening properly. The pops you hear removing the nipples are the threads gripping each other and your torque is wasted twisting the spoke instead of loosening the threads. This happens when tightening them as well to a lesser degree as they have not had time to corrode together. The nipple is hard to turn but part of the force is wasted on friction and not all the torque is spent on tightening the spoke. To over come you need to waste a lot of energy and again, risk damaging the threads. Not every lubricant is gooey or slippery in your fingers. Ever heard of brass?