We would say that the advice you received when you were learning to drive is still valid. It makes good sense to leave the wheels straight when parked to avoid the scenario of forgetting which way the wheels are pointing when leaving the space, although we would say that leaving steering lock on the vehicle causes no additional strain when the vehicle is parked.

It also makes good sense to avoid parking next to a vehicle with steering lock on, but we would always try and avoid parking next to anyone in a car park for a variety of reasons.