As far as the locking glovebox goes, when is the last time Ford had a locking glovebox? Probably shouldn't have been a surprise. I understand you wanting that, but with the way the Fusion is presented giving you one convenient key/fob for everything - what key would you use to open the glovebox? The standard key; which your valet will have anyway and would be able to access that as well as the trunk. Oh well, I guess there isn't much you can do about that then.
As far as steering goes, all 2010 Fusions have electric steering except for the Sport.
Oh yeah and I am loving my new Fusion SE, I just drove it home last Wednesday.