The reason they show this is becase the airbag is a safety feature.
If your car is fitted with them then it makes up part of the Safety NCAP Test Ratings.
Your insurance cover premium takes this into account.
If you remove an airbag, pre-tensioner, crumple zones etc.....
You MUST inform your insurance company of the modification such as change of steering wheel & ALSO that you have removed the airbag that was part of the steering wheel.
^^ so 2 changes in effect.
Scenario Example:
If you have a crash, with an airbag removed, your insurance company can turn round and say....by removing the airbag it could have saved you from your injuries etc.
So could possibly void your insurance or not pay for any medical/legal cover.
^^ Worst case example.