2008 Hyundai Sonata

Brakes problem
2008 Hyundai Sonata 4 cyl Automatic 19,600 miles

I have a 2008 Hyundai Sonata with about 19,600 miles on it. A couple of weeks ago I noticed a burning rubber smell coming from the driver side rear tire. Upon inspection, I noticed that the lug nuts and rim were very hot. I brought the car into the dealership and was told the brakes needed cleaning. I was told that it was a 'maintenance issue' and therefore would not be covered by warranty. I had never heard of such a thing - especially with a car with less than 20,000 miles on it! I have owned Toyota and Mazda in the past and never had to do anything like that. If it is a regular maintenance thing why is it not mentioned in the maintenance schedule in manual? I have noticed that the lug nuts are still heating up - especially on the front tires - is that normal? I have been testing other family members and friends vehicles and their lug nut do not seem to do this. This is a real safety concern for me because I often have my young daughter in the car with me!