It's been about two years since I replaced my rotors and checked everything out. I know I'm gonna double check it again this winter, now for sure.
That said, if I recall, the threads on the spindle are right hand on both sides, and the keyed washer prevents any tendency to tighten or loosen due to any bearing contact or motion. Since this was on the drivers side, I would have expected the nut to loosen up, rather than tighten up. Seems like the rotor was holding the wheel in place, until it eventually fatigued at the "spokes" and let go. Surprising that the steering didn't feel too wobbly. The caliper must have been jammed the whole way out board as the bearing preload went away.. I'm surprised that the caliper didn't get tweaked as well.
Glad every one was okay.