Another user in the Escalade forum said the early trucks with heated steering wheels (07,08, 09 ish) did not have the power for heat run through the fuse box. You’ll know if this is the case because a fuse will not slide into the slot later trucks use for the heated wheel.
In the early trucks with the heated wheel the power wire is pink and has an integrated inline fuse. For those purchasing used wheels make sure to locate and test your heated wheel for the correct resistance prior to installing it.
The last thing you’ll want is to purchase a used wheel only to discover it doesn’t heat or only heats on 1/2 after installation. Dorman makes replacement plastic covers that are adjacent to the buttons if they’re trashed. Having the wheel off is the perfect time to replace them. Lastly, the SW control buttons on n Non BT trucks can have the button pads updated to the ones that reflect its for calls vs blank. They come in Cocoa and Black.