I’ve always re-torqued wheel bolts after 50-100 miles for precisely this reason. Although to be fair I’ve never had any that have needed much of a tweak that I can remember. Many tyre centres mention to do this too and it’s often printed on the receipt.
Good lesson that you can’t really tell a loose wheel by trying to wobble it, you need to get a wrench on the bolts. Glad you sorted the problem and it didn’t end more seriously.