Problems with spoke threads, and stressing the wheel
There is one major cause of this problem and it is putting a 1.8mm aka 15ga spoke in a 2.0mm/14ga nipple.
This mismatch will screw together and hold under some tension, but then slip.
It is easy to test. Obtain a known 15ga nipple. If it can screw on to your spokes at all, it confirms the problem.
The same thing could happen with a 2mm spoke in a 2.3mm nipple presumably. Those are visually chunky though, whereas 1.8 and 2.0mm nipples look identical except for the hole.
I can imagine a fringe outlier situation where poor part quality alone causes this, but it seems really unlikely.
If the spokes were way too short, like with a bunch of thread showing, that may be able to cause it too, but you'd probably notice that.
Your prep choice is not the issue here. Linseed oil does take a while to fully set up, but it's not what's mechanically holding the wheel together. Ideally you complete the wheel before it sets up and gets gummy because it's easier to make small adjustments then.