Definitely annoying scenario,
Prior to turning the key when the steering wheel lock has been engaged you may need to apply turning pressure on the steering wheel itself. The steering wheel lock pin is a pencil-sized pin about 1/2 inch long or less. Overtime it begins to get grooves in the smooth sides of the cylinder pin. Turning the steering wheel to the left and right while turning the key at the same time will unlock it most of the time. Permanent fixes will be to get the pin replaced and or the worn out key or key lock cylinder