Is there a steering lock? If so, you have to have the ignition switch in the ON or ACC position to deactivate the lock. (The engineers, in their infinite wisdom, eliminated the "OFF, not locked" position from the switches in about 2007.)
If there is no steering lock, there should be no need to have the switch on or the key in the ignition.
If the switch must be ON or in the ACC position to unlock the steering, your only option is to pull a fuse or disconnect the battery cable (or install a battery disconnect switch).
