Semaj,
I don't know about it being prima facie "illegal" to remove an airbag or steering wheel from a vehicle so equipped, but I doubt any dealer mechanic will do so due primarily to liability issues.

Unfortunately due to our highly litigious society, any mechanic or dealer who removed an airbag from a vehicle, irregardless if it was done at the request of the vehicle's owner, could open themselves up to a major lawsuit should that same vehicle become involved in an accident wherein the occupants are injured or killed.
Any competent (read; unscrupulous) lawyer could successfully argue the injuries or deaths were the result of the airbag's being removed or otherwise rendered inoperative.

Remember just a couple of years ago when it was reported that airbags themselves were injuring & killing occupants of vehicles, mainly children & small stature adults?
The federal government who imposed these regulations in the first place refused to allow dealers to either deactivate the airbag devices nor were they keen on adding on/off switches for them. Though the latter eventually became the accepted solution, at least for the passenger airbags in trucks, but not passenger cars.

So, I guesss what I am saying is I seriously doubt you'll be able to replace your factory steering wheel with a MOMO or any other aftermarket wheel unless you can find someone to do it for you & lawsuit be damned.

I would advise you not to try it yourself as deactivating or removing an airbag is probably not something a novice or shade tree mechanic can safely perform.

1999 SVT Contour, #2140 of 2760, Tropic Green - Medium Prairie Tan
Koni Sport struts; TSW Blade wheels; Nakamichi, a/d/s/, Boston Acoustics, Infinity I.C.E.

1989 Saleen Mustang, #89-0408, too many mods to list here