Key ignition will not start the car

It sounds like you misunderstood, "turn the steering wheel. You can't actually turn it because it is locked in place. What they meant for you to do is try to turn it one way or the other while turning the ignition switch. Often you're holding the steering wheel off to one side when you remove the ignition key, then, when you let go of the steering wheel, it tries to return to center, it can't because it's locked in place, but it puts pressure on the locking mechanism. All you're doing when you tug on the steering wheel a little is removing that pressure to allow the ignition switch to be easier to turn.

The second potential cause is corrosion on some of the tumblers inside the lock mechanism. That's not very common today, but this is where the lubricant you mentioned might help. The clue is you'll see the key is not going in as far as it normally does, or it needs a lot of pressure to push it in, and it feels rough instead of sliding in smoothly. If it slides in and out all the way smoothly, try to turn it to the "Accessory" position. If you can do that with normal effort, but it won't turn the other way, that would be the clue that says the steering wheel is putting pressure on the lock mechanism.