I think that there is nothing sensitive enough in the wheel to measure tiny amount pressure you can apply to avoid the warning but the steering column is. I could test it by holding the wheel by the spoke but I’d never considered that it might be in the wheel knowing how electric power steering (EPS) works. The column sensor is sensitive enough to know that no matter how straight the road is, there is always enough feedback from the wheels to need a correction of some sort to prevent the vehicle deviating from an intended course or even a straight line. So the sensor measures two ways, from the top to determine how much input is required to assist turning and from the bottom (road wheel feedback) to maintain course.
The attached pdf is from the KE model but works the same.