Most steering wheels are as round as is ergonomically suitable, especially on everyday vehicles.
Occasionally you may notice sports cars having less rounded steering wheels.
The main reason for this is that cars designed to be used in professional or competitive environments have different ergonomic requirements for their steering wheels.
In the extreme environment of racing, where every split second counts, it’s important to have things like buttons in the optimum positions.
Also, the slightly oblong shape of the steering wheel helps the driver understand precisely which direction the wheels are facing at any given time.