You and I have the same code for the steering wheel, so the answer is YES all 4.8is have the heated steering wheel in the US.

There is a button on the lower right side of the wheel that looks like a steering wheel. All of us can get that warm toasty feeling each morning.
Codes are:
S249A Multifunktion für Lenkrad> Multifunction f steering wheel
S255A Sport-Lederlenkrad > Airbag Sports leather steering wheel

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2005 X5 4.8IS
The Blue ones are always FASTER....

Current Garage:
2005 X5 4.8is
2002 M5 TiSilver
2003 525iT
1998 528i
Former Garage Stable Highlights
2004 325XiT Sport
1973 De Tomaso Pantera, L Model
1970 Dodge Challenger T/A 4 sp Alpine White
1970 Dodge Challenger T/A 4 sp GoManGo Green
1971 Dart Sport, “Dart Light” package
1969 Road Runner 383
1968 Ply Barracuda 340S FB Sea-foam Green