SV has given his explanation for taking the steering wheel with him (link):
When asked by Motorsport.com why he took it with him, Vettel replied: "It was a sort of reflex.
"I saw Pascal was stopped and I couldn't get the steering wheel back on because the steering column was completely turned.
"Obviously the car was damaged. I put it in the seat, and it was reflex – sometimes they open the track to spectators, so I thought that's the only loose bit.
"Because I couldn't put it on I thought I might as well take it with me just to make sure. You don't want to lose a steering wheel. Was it necessary? Probably not."
But he needn't have worried because (link):
The stewards admitted afterwards they had not really considered the steering wheel removal, having focused on the crash, although they did address the lift home with the Sauber, giving Vettel no more than a ticking off in stressing tha "even though the race has ended, caution still needs to be exercised by all drivers on the slow-down lap."