It is possible to set whether automatic starting of the heated steering wheel should be activated/deactivated when the driver is in the car.1 With automatic starting activated, electric heating will start at an ambient temperature of 10 °C (50 °F) or lower.
Open the climate view in the centre display by tapping on the temperature button at the bottom centre of the centre display.
Press 
Select the desired setting under Auto steering wheel heat to activate/deactivate automatic start of heated steering wheel.