I have seen posted that some people would only buy a car if it has a heated steering wheel so they dont have to wear gloves while driving. My MKT has the heated wheel and I can tell you, it is not designed to be used without gloves!
When the car is cold the idea of the HSW is to be used with gloves, when the interior is cold, the wheel gets hot. Your palms will not be comfortable while your fingers will be frosty. As the car interior warms the wheel cools down. With gloves on though, your hands warm nicely, then when the interior is warm enough to take them off, the wheel is a comfortable temp.
It will not warm your fingers, so the idea of not having to wear gloves with it, is a myth, unless you like toasted palms and icy nubs. It is nice to have though, so dont take this the wrong way, when I drive my Fusion I said to my wife, man I miss that HSW in the T.