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Crystal Julie---I'm always cheeky --They say that goes with age as well ???

Dear all, this may have been covered elsewhere, but I've not been able to find anything that answers this question directly. I've just collected my first Jaguar, a 2010 XF, and, doing a check of less obvious things, I find that the wheel nuts, though I've measured them at 19mm and I'm using a 19mm socket, don't seem to be gripped very well by the socket. Am I doing something wrong? Or do I need a more specialist tool? I've put no force on it, so caused no damage, but I'm a bit concerned. Thank you.