When I bought my 2005 sportback, I asked the dealer if it would be possible to fit the 'old' style steeringwheel with the round center. (I don't like the looks of the SFG style steering wheel). The workshop manager said it would probably not be possible. Something to do with the airbag electrics.
They were probably telling porkies to avoid having to do extra work, but I wouldn't dare mess around with my airbags myself.
That said: The new RS4 style steering wheel does look very very nice. Sooo much better than the standard wheel. If it were possible to buy one somewhere I would be very tempted indeed.