The vehicle set steering option no longer works for my T500 after upgrading to Windows 10 and switching to the Steam version of the game. The T500 is set to 900 degrees in Windows and all cars in-game have 900 degrees lock to lock even when vehicle set steering is checked. I upgraded to Windows 10 and Steam at the same time so I don't know which change is responsible but I suspect that it's a Windows problem. Edit: I have also updated my T500's driver to 2.8.43.0. Hmmm...
Don't know about Thrustmaster but at least for Logitech you have to explicitly allow that games can change the profiler settings.