I have noticed that the driver's seat heater will come on somewhere around 40 degrees F. I have not seen the steering wheel heat come on during a remote start, but I have only been through one mild winter season so far.
From the 2017 Manual page 37:
During remote start:
. The climate control system will
typically default to the last
climate setting. If the fan is off or
if eco and MAX are not selected,
the air conditioning or heat will
turn on as needed. See
Automatic Climate Control
System page 157.
. If equipped with heated seats,
and the vehicle personalization
setting is enabled, the remote
start auto heated seats may also
come on. See Heated Front
Seats page 54, and Vehicle
Personalization page 141.
. If equipped the heated steering
wheel may also come on. See
Heated Steering Wheel page 96.
. The rear window defogger will
turn on during colder outside
temperatures.
. Selecting Defrost during colder
outside temperatures before
shutting the vehicle off will help
windshield clearing.
. Shutting the vehicle off in eco
mode without1selected will
minimize the impact to electric
range. Shutting the vehicle off in
other modes will maximize
heating or air conditioning.
. The engine may start to provide
energy for heating and cooling,
independent of the vehicle being
plugged in or completely
charged. Engine Assisted
Heating operation, if available,
can be personalized. See
“Engine Assist Heat Plugged In”
under Vehicle
Personalization page 141.