Assuming you didn't change the wheels or lugnuts when you did the brake job, the only reason lugnuts would come loose like that is if they weren't torqued down properly.
I'm not saying you did or didn't do this... but that's usually the cause.
Removed all 20' used parts cleaner to clean threads and nuts internally, found a few compromised, dried the threads cleaned mating surface on wheels and torqued to 100 drove 11miles re torqued as they became a hair loose, drove home the 11 miles and torqued to 120
If they come lose after being torqued to 120 then I would be baffled also. I torque mine to 110 and they sit fine. It's odd that all 20 of the lug nuts are coming loose. If it was just one wheel I would say it could be a warped rim or something. But happening on all 4 wheels is odd to me.
Silly question, but at this point I'll ask anyway. Are you sure your torque wrench is calibrated it ft - lbs and not inch - lbs?
Second thought, try another torque wrench, or just tighten all the nuts on one wheel without the benefit of a torque wrench. Use a breaker bar and snug them up pretty good. Take a ride and see if the results are different.
That's friggin weird dude. I keep mine at 100 and I use a light coat of anti-seize on mine and have never had that happen on any vehicle I've ever owned. Might be worth buying 5 cheapies at the local parts store to see if new ones will hold better.