I use the Lodgesons steering ball with remote control in my car and when I ordered my current car that has, and the first for me, a heated steering I asked the dealer if it causes any problems or will it need to be disconnected.
He said I was the first person to ever asked but never knew of any MB customers who had problems with it and a quick call to the installers confirmed no problems.
The car is 4 years old this month and I use the heated steering wheel about 5 months of the year and its been fine though I too did have that concern of the steering ball crushing the heating elements at first.