Good advice I found once when I got stuck I found a socket that was close then cut a piece of welding rod to put in the spline of the socket and a groove on the nut the carefully line them up and hammer the socket on to the nut. You may loose both the socket and nut but you will get it off. Another way to keep the adapter safe is to drill a hole through the edge of it and put it on your key ring this is where I keep mine.
Cheers Andrew

At the wreckers when they find locking nuts on wrecked cars, they just hit them on the side with a claw hammer once or twice which streches the stud, and then undo with a pair of pliers.

After-market mags can also be an issue if the owner doesn't take a set of original nuts to fit the standard steel spare.

Just a small point.   In Victoria each tyre and wheel on the same axle must be of the same size and type (not brand but construction).   If you are running mags/alloys then a steel wheel cannot be used to replace a puncture (this does not apply to more recent vehicles with exemptions for 'space saving spares' which can only be used to get to nearest tyre repairer and are speed limited).  Some dealers and private sellers are putting a steel wheel in the boot as a spare contrary to Vic R.S.V.Regs.   If your vehicle is not one of the newer exemptions and is fitted with alloys, make sure your spare is also an alloy.   Most Vic 'Plods' will turn a blind eye unless you are involved in a bingle or when they are conducting random R.W. checks.

For what it's worth.

You're quite right.   This is one of the problems with having Sovereign States/Territories.   To bore you with a quick history lesson (although you probably already know), when federation came about in 1901 each of the old colonies gave power to the Commonwealth for mutual things such as taxations, military etc etc, the colonies (States) retained their other laws and governance in things such as Police, Education, Road Rules etc etc.   Obviously now that so much time has elapsed, it is difficult to get all States/territories to agree to having 'across the board' laws and departments  (imagine telling a 16 y.o. in one State that he can't go for his licence for two more years to fit in with other States; or that speed limits are all about to be increased/decreased; or telling VicRoads that they have to change their practices to that of R.T.A.   There would be a huge outcry).   We had a State Premier by the name of Joan KIRNER who's government decided to change the give way rule when turning at an intersection to emulate NSW.   This happened some 30 years ago and many drivers are still coming to grips with it.   No one wants to adhere to a whole different set of rules in one go.   Just a point of interest; vehicle rego in one State is not actually valid in another State.   There is an  'agreement' that visitors can drive an interstate vehicle for a set period and only for visiting purposes.   A person driving an I/S registered vehicle in Victoria can't use it for hire, gain or reward (business purposes).   Lots of people do and a lot of discretion is observed by Vic 'Plods' until the 'spam hits the fan' so to speak.   This was why federal Interstate rego for trucks came about a few decades back to cover interstate haulage drivers.   ADR's have gone along way to addressing some problems but then State puts other restrictions on top to suit local experiences. 

For what it's worth.