Well, by "roll it down" do you mean shut the car off and coast it into a parking spot? That won't work either anyway because you cannot shut the power off unless the car is in park. So the locking steering wheel should never be an issue, because it will not lock unless the car is shutdown, and the shutdown cannot happen in any gear except park. That seems to make it unlikely that anyone can ever be in a moving TCH with the steering wheel locked.

True about driving without the FOB inside and locking with the FOB inside.

Most of the noises I was talking about "ignoring" are after the car is driven or before it's driven - all those types of buzzes can generally be ignored. Not so much the warning beeps that you get while the car is in use.