On my VW (a 2020 Polo GTI+ with keyless entry / keyless start), when the engine is switched off by pressing the keyless start / stop button, the steering lock automatically engages once the engine has stopped. I do always have the front wheels pointing in the straight ahead position though, so the steering wheel is in the position where the steering lock would also automatically engage if I had a conventional ignition key slot.
I don’t know if the steering lock would automatically engage if the steering wheel is turned to the left of right before turning off the engine; I’ve never tried this. Perhaps that’s something you could try.