If that came off because the shop didnt tighten the wheel why dont you sue their ass for damage to your car. Dont just accept it and live with it, it is people like you who refuse to take action when companies make mistakes and they never learn to correct their mistakes. If you sued them do you think they would always check the lug nuts twice before sending a car out, I'm 100% they would.
Sue their ass before they forget to tighten down the lug nuts and the wheel comes off when someone is doing 70 on the highway.