It sounds familiar (though I've never seen it go so far as to cut
hubcaps -- yikes) and might have to do with the hubcap retention
scheme, or with the detail design of the part of the wheels they affix
to, or both.

The kind of hubcaps common on small cars these days, made of plastic
with springy fingers and a sort of tension ring, seldom either last or
stay on in the long run anyway.

A first-generation of Nissan Altima that's still in the family would
outright reject both factory and aftermarket hubcaps. Its owner got
tired of putting twenty-dollar bills in the ditch and instead went for
a nice (and slightly bigger) set of alloy wheels the next time it
needed tires.

If you intend to exercise your purchase option at the end of the lease,
that might make sense. If not, you're putting mags on somebody else's
car. Either way, I'd suggest leaving the hubcaps in the trunk. Never
mind whether they're dangerous in this case. They're functionally
unnecessary; aesthetically debatable, especially considering that
there's usually a decent-looking satin-finish wheel under there; and
prone to go flying off (whereupon you'd get dinged for it at the end
of the lease).

Cheers,
--Joe