There was no option "Heated steering wheel" available when I ordered my Volt from factory early 2012.
The 2014 ELR will have it, I hope the 2015 volt would have it too in option (and few others)!
(Leather) Heated seat is a must in electric car but it would definitively be a plus (read comfortable) combined with a heated steering, especially when you don't want draw too much energy for cabin heating. I keep a permanent pair of gloves in my Volt, just it case it become too chilly, inside !