My key also is sticky and I must very slightly turn a little more counter-clockwise to allow the key to be removed. I am used to it and do it automatically but occasional drivers get confused and think it is stuck in the ignition.
I had a similar problem with my new 2001 Sport Trac about 4 months after I bought it and wiggling the steering wheel did not help. Took it to the dealer and the dealer said they lubed the ignition lock with some graphite and I never had that problem again?