I would do as gsr600 says and complain
Ideally, the nuts should be tightened with a torque wrench to the car manufacturers spec.. All the main tyres fitters no this but still carry on using air guns on wheel nuts for quickness. Plus they must of been mad using it on a locking nut.
When i have taken my car in they have always warned me before hand they are not responsible if the locking nut threads. As like yours they no every garage use,s air guns so they cover them selfs.