Totally 1000% over reacting as just the opposite is true! The lugs nuts will actually be tighter than without the grease.
First off, the lug studs are supposed to be clean and dry. Installing lube alters the fasteners stretch vs torque curve which results in overstretching of the lug-stud to achieve the specified torque. In short, the lube actually over tightens the lugs if you use the same torque with a dry lug nut vs. a lug nut with grease on it.
Theoretically you could snap off the lug due to over stretch because of the lubrication or grease.
That said, I have used VERY light coatings of antisieze for many years with no issue on all my vehicles and trailers, but I would not use axle for a permanent, long term use. Just long enough to see if this makes the ticking go away.
I would clean off your lugs and lug nuts with brake cleaner and apply grease on the threads, reinstall and see if the clicking stopped. This will tell you exactly where the issue is and you can work backwards from there. I suspect this will cure the ticking! If it stops ticking, you know the issue is you need to torque the dry lugs more when you reinstall them.
The theory being that the increased friction from no grease will keep the lugs from loosening. An opposing theory is that with greased threads the same torque would put a higher tension on the stud. This will reduce any slight movement
thereby reducing the likelihood of the nuts coming loose. I suspect this movement is creating the ticking noise.
I wouldn't drive 100 miles with the grease on the lugs. Be sure to clean them off before a long-term, permanent install.
Remember this: You MUST re-tighten the lug nuts after 50 miles of driving and then again at 100 miles or so. The lug nuts will settle after being tightened and will actually allow the wheel to move very slightly. This movement can create a ticking noise exactly as the OP described!
First of all they are lug bolts. Secondly grease has no business being on anything that is meant to keep the wheels on the car. How is this safe advice? Or am overreacting?