I'd argue that something is wrong if tightening the wheel mounting bolt changes how freely the wheel spins. The only way it should make a difference is if the nut is backed off enough that the inner race isn't held tight and it's spinning on the bolt. IMO that's way too loose; I prefer for the bolt to tighten solidly on the inner races. That said, there's a few things to note.

These are greased bearings, which do require some run time to loosen up.

The OD of the inner races are pretty small, and don't clear the rotating part of the bearing by much. Make sure the nut, bolt head, spacer, or anything else mating with the inner race ONLY touches the inner race. You don't want anything rubbing on the rotating part of the bearing beyond the inner race. Add some shims if there's a doubt.

Did your wheels come preassembed? It might be worth taking one apart to make sure there's a proper shim washer installed between the two bearings. The problem here is that the wheels are wider than the two bearings are, and the shim washer is required to make up the difference between the two bearings. If there's no shim washer installed, the bearings aren't fully seated in the wheels, or the shim washer isn't thick enough, tightening the wheel mounting bolt puts axial pressure on the inner and outer parts of the bearing, which will cause binding in the bearings. Note that openBuildsPartsStore has precision washers for this - http://openbuildspartstore.com/precision-shim-10x5x1mm/