How is it possible for my wheels to fall off?

I bought a new 2016 Winnebago View, on a Mercedes Benz Sprinter 3500 yesterday. I drove it less then 10 miles from the Dealer, and while I was driving on the HWY it started to shake and then the 2 rear passenger side wheels flew off and I skidded to the side of the road on the axle, luckily no one was hurt. How could that happen? All I can think is that the Wheels lug nuts were not properly fastened?

– How is it possible for my wheels to fall off?