As long as when you start the wheel is already centred, it should be just a case of making sure you also put the new wheel on centred, no? Presumably the current wheel is aligned correctly. And I assume both are splined, so it should be fairly easy to ensure that it goes on in the same orientation. You'd only want an alignment if the relation between the the road wheels and the steering column itself were wrong.
Or am I oversimplifying? I've never replaced a steering wheel tbf.
Regardless, I like that....not a big fan of the shape, but I like the perforated finish. I still feel like the GRs OEM wheel could do with a bit more texture and grip. The previous cars wheel was better in that regard (the pre-facelift).