This issue probably applies to all numbered parts, but I've confirmed it with wheels and exhaust.

If you have more than 10 wheels/exhaust, any part that shares the first digit in the ID is combined (i.e. 1, 11, 12 are combined and rotate/emit as a unit).

I also tried using letters, but then the wheels didn't rotate.

Here's a picture of what happens. The smoke is obvious and you can see the wheels on the back.