If you adjusted it on the road, I'll bet that you did the job from the left side where access was better. If you locked the cone and locknut properly, it probably means that the problem is that the right side isn't locked together and that's where the problem is.
One other possibility is that you have a broken axle and the QR skewer is holding it together so it isn't obvious. Take a few seconds to remove the skewer and confirm that the axle is OK.
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