The new 12 point nuts have metal tabs which act as a ratchet on the splines, they can't come undone without bending/snapping the tabs off which is why they are single use and why they are (worryingly) low torque for an axle nut. I imagine the old, normal 6 sided, axle nut would need a lot higher torque. Best to use the new ones as they are cheap as chips (sub £2 as I recall). Another thing to check for is a broken spring, you may have lost a small piece off the end of the coil which wouldn't cause too many issues other than a clunk every now and again.