According to the manual for the 2021 F-Pace the heat for the steering wheel is controlled by the button on the wheel. But it seems like the heat comes on randomly when it is cold. Is the steering wheel heat tied to the outside temperature or the ventilation controls? I will be driving and I notice the wheel getting warm without ever hitting the button.

 

I do not recall either of my Jag's having a temperature control setting for the steering wheel, the button is it. When the heat is on does the button illuminate YELLOW?
Check your manual ... If you don't have a software setting for this then you could have a problem with a ground in the circuit.
That said, the buttons on the 21+ MY cars are a bit buggy, though maybe not in the way you are describing. If this is truly happening without any rhyme or reason you may want to pull the fuse for the steering wheel heating until you can get it diagnosed.