If you want to investigate further, try
Links to posts about Steering Wheel Lock or Google "370Z steering lock".
I can understand your concerns about taking advice from someone on the 'Net, but you will find that quite a few ppl on here have removed the fuse, installed the harness, or clipped the wire and reported no problems - it's not just one or two ppl making the claim. That is no guarantee that some problem will not pop up in the future, but, at least for the short term, there doesn't appear to be any ill effects.
Hope that helps.