I have had this issue with my second set of rims (cheaper ones, that use a plastic hubcentric adapter thing). Although since im usually changing them over at 11 at night after a no limits event my patience is pretty low and they get a reasonably solid kick with a boot and come off. I've never had it with my bbs rims (standard) running r-comps and they definitly get alot more heat. So its not just heat doing it.

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2001 Liberty B4
12.7 @ 178kph 1/4 mile
59.1 Short Track @ barbagallo (Federal 595s)
58.2 Short Track @ barbagallo (Toyo R888s)