I was taught that you should double check and tighten the lug nuts after about 100 miles of driving when you change a tire. If nothing else, it's nice insurance.
OP, I'm sorry you had to go through that. And I think tampering is a possibility. It's really not that hard to loosen them unless you have the special locking ones (which have their own issues). It might be worth reporting, but they'll never catch who did it.
And, a final note. Living in the land of ice and snow right now means my car shakes at 65 mph. In my case, it's snow in the tires. So, if your car starts doing the shimmy, first check the lug nuts, then take it to a car wash and spray down the tires to get the ice out, if that doesn't fix it, see a mechanic.