It is likely that the aftermarket wheels came with special lug nuts of their own, and some of them were lost or damaged at some point, and replaced with stock Volvo parts. If the lugs are exposed, the ones for the alloys are probably chrome acorn type or similar, for improved appearance, so the difference MAY only be cosmetic. However, it is possible that the angle of the bevel where the nut meets the wheel is different than stock for your wheels, (as far as I know, all Volvo original wheels can use the same lug nuts) in which case it is a safety issue, and you need to replace the mismatched lugs with ones having the correct taper. There are even some aftermarket wheels that use lugs that are not tapered, but instead have a sleeve that goes inside the hole in the wheel, all the way to the hub.

If the taper is the same on all the lugs, compare it to that of a stock nut. If that is the same too, then you can replace all of them with stock nuts which you can get at a parts store. Take one of the old ones with you to make sure you get the right thread pitch. Despite taking the same wrench size, 240 and 740 lugs are NOT interchangeable---240 is SAE and 740 is metric. If your lugs are exposed, and you want to match the fancy ones, a tire shop or other place that sells aftermarket wheels can probably get you some that are the same wrench size and look similar to what you have.