I have a 2012 jeep liberty rigged out to tow with blue ox products, when in tow mode/neutral transfer case, I have the key off, key removed. Steering wheel doesn't lock!
Also, just FYI - there's a 12v power socket on mine that was powered only when key was on, I use this power point for the patriot brake device, the FUSE for this power point can be moved over in it's slot so that the power point is powered all the time- key off. So this was I can use the brake system with key-off. I have towed my liberty all the way from Oklahoma to Florida and back and never had any issues with jeep, battery was never an issue.
2013 Georgetown XL 350
2002 F250 4X4 CC
2012 Jeep Liberty