A steering wheel issue like this is related to toe-in alignment of the front wheels. However, it may be the case that the toe-in is perfect, yet the steering wheel is off, essentially meaning it is a cosmetic problem. If toe-in is off the same amount for each front wheel, for example each wheel is adjusted 1/16" to the right, then to get them back to the straight ahead condition while driving, you have to turn the steering wheel a little to the left to compensate. The car is not pulling in either direction when this happens. The front tires don't care about the angle of the steering wheel - when going straight ahead, the steering wheel just aligns itself in the natural direction based on the front wheels going straight down the road. (Toe-in misadjustment never causes "pull" which most people don't understand. To have that happen, you'd have to have one wheel pointed straight ahead while the other wheel is pointed in another direction. In reality, that can't happen because the two wheels will just "average out" and either be toed-in or toed-out, but both the same. One wheel straight ahead with another pointed to the right, for example, would just cause a right turn all the time, although a misaligned one, and the car wouldn't be "pulling" - you could bring it to straight ahead just by turning the steering wheel to compensate for the turn. Excessive tire wear would occur with this misalignment, as well as some bad handling, though. Other alignment issues can cause pull, however).

To fix the steering wheel issue, both wheels need to be brought back to straight ahead with the steering wheel centered. (Actually, the proper adjustment is usually for a slight amount of toe-in for straight ahead). It's sometimes difficult to achieve perfection in this, during real-world driving, due to crowns in the road causing a little bit of pull to the right or left, as well as tires themselves sometimes not being perfect and causing a little bit of pull. (If the steering wheel alignment changes after a tire rotation, that's probably what is going on). But it should be pretty close, and the dealer should be willing to fix it. Even out of warranty, it doesn't cost much. It's a pretty simple adjustment. Both steering control arms just need to be adjusted the same amount in the same direction - assuming the car's toe-in is OK in the first place. If it isn't OK, then it's still a simple job with simple alignment equipment.