I agree with other's that the wheel bearings sound suspect and should be checked. However, in addition to inspecting the wheel bearings (if it were me I'd get new ones regardless how the old ones look and replace the inner seal) check the bearing races. If the races got chewed up sometime in the past, that could be the culprit and the reason why the bearings needed re-tightening. The need to re-tighten should not happen if the cotter pin was installed except for three possible, not mutually exclusive, reasons, in my opinion: 1) The wheel bearings are bad; 2) The bearing races are bad; 3) There is built up gunk behind the wheel bearing seal causing the drum or rotor not to seat completely, explaining the need to re-tighten as the gunk flattened with the stresses of driving. Checking 12/6 and 3/9 might not catch chewed up bearing races. This should show itself by testing in/out play.

Ooops, I just saw that you found and fixed the problem.