Difficult to say. My steering wheel and many other cars can "lock" if there is stress in the column, such as when parked downhill with the wheel turned into the curb. I had to rescue a neighbor once who had parked his car this way, his wheel was absolutely stuck and the key would not turn.
I think it's just part of the design of the system and you'll have to get used to it. Suggest that when parking and turning the car off, you let go of the wheel before taking the key out, then not turn the wheel to "set" the column lock. It will lock anyway if someone comes along and turns it without the key, so no loss of security, but try not to lock the column. There are very few detents in the column, so it usually won't lock when you pull out the key.
"It's a feature, not a defect" ought to be my sig file, and everyone else's here...
