The studs aren't tapered, but it's quite possible that you have a type of self-locking nut.
They come with the one part of the nut slightly pinched inward, toward the stud. This makes them difficult to install as you'll need a wrench for all but the first couple of threads. This pinch, however, also keeps the nuts from loosening off. Because the exhaust gets so hot, a Ny-lock nut would not work, and lock washers only work if you can tighten down the nut completely. Often, exhaust nuts can't be tightened down completely because they use short springs over the studs to keep the exhaust tightly sealed, but still allow a bit of movement as the engine moves on its mounts.
Here's a pic of a pinched-style lock nut that you may be using:
