Murry, could be a one-off. But if the steering wheel light returns (amber or red) try this simple fix: There's a ground lug under the hood, on the body -- look for it between the drivers headlight and the battery (you'll need to removed the airbox for easy access). On the lug you'll find a peach colored wire. This is the ground for the steering rack. Remove the nut and wires then go at it with a wire brush. Do the same to both sides of each wire connector. Rub a little dielectric grease on each, then bolt it back together. NOTE: In my case the contacts did not appear to be overly corroded, yet solved my problem. If grounding was the problem, the cluster light will go out after the car sits overnight.
Ultimately, you need to get a VCDS scan to see what codes are set (NOTE these do not trip the check engine light). For the problem relating to that ground lug here's a summary of error codes set by various modules, such as Steering Assist, Instruments and CAN Gateway (was my clue of a wiring issue):
My suggestion is to do the easy things first: clean the grounds. They can cause all type of odd issues. The grounds that typically cause the most issues are the ones near the battery and air box. Typically, there are 3 grounds near & under the air filter box.
My suggestion is to remove the air box (it might be quicker to also remove the battery & battery tray which greatly improves access to the area) clean the 3 grounds there, also, clean the engine/transmission ground at the starter connection and the battery negative post & chassis attachment. Use dielectic grease during reassembly.
While you are in that area. It would probably be wise to clean the connection at the 12VDC fuse & power feed on the front end of the engine compartment fuse box (the vertical fuses & connections on the box front as they corrode also.).