I had the same problem with my SL500. Ended up burning the bolt off without damaging the wheel. The problem is that the cone on the lug bolt gets gauled and hangs on the wheel. Once I got the wheel off, the remainder of the lug bolt came out by hand - no problem with the hub.
I live in PA also. I tell the inspection station to use hand tools for the wheels. About a day or so latter, I torque them to spec. myself.