No kidding, and how would a thief that was already inside your vehicle figuring out how to hot wire it, or a scumbag with a tow truck that was going to hook it up and drive away know that the steering column didn't lock ? The car was on it's way to being gone at that point, lock or no lock.
An owner is going to tell the cops and his insurance agent "I pulled the fuse or installed a harness to bypass the lock" ?