Finally got the answer from our Techs. There is a Service Bulletin that says they know it's a problem but don't have the software yet to reprogram it. They said for now wait about 10 seconds to turn on the heated steering wheel after you have started the car. They said if you have on the radio, the heated seats, the climate control, etc it is too much of a load and the least needed thing is the wheel so it turns off. We've had some cold snowy weather here and I tried it and the wheel heats up every time. If there is a software update that comes out I'll let you guys know!
A Lexus is just a Toyota that wants to be a BMW when it grows up.