I had always assumed the nuts to be made of sacrificial material.
Chew up a nut in a pitstop, force it off and screw on another ... in terms of materials choice, you surely don't want to be anywhere near the probability of stripping a hub, that'll put a definite crimp in your pitstop time, changing a car corner.
I also assumed this is why the wheels still regularly take the opportunity to try and clear the catch fencing, despite all the extra nut retention mechanisms added ... the nut has been forced on at an angle, stripped out clean, and is not fully seated so the retention clips can't hold it, and is just waiting for turn 1 and a chance to shed its load.
Anyhow, as for the Merc wheel, rims are still homologated at season start, no? So I guess the rim remains the same and it is a captive nut and tunnel inserted into a standard wheel.
Whether this tunnel alignment mechanism is entirely sufficient to prevent stripping, and therefore allow you to run the risk of mating nuts to rims to sets of tyres, I don't know.