The steering wheel will not lock. However, because turning off the power system disables the power assist the power system provides to the steering and braking systems, it will require significantly more physical effort and time to steer and slow the vehicle. Use both feet on the brake pedal to slow down the vehicle and stop immediately in a safe place.
The gear position automatically changes to Park (P) after the vehicle comes to a complete stop. Then, the power mode changes to VEHICLE OFF.