They're often stuck in place, after all most folks never touch them in the life of the car. This is what I do......
1. Loosen the nut on the steering column. I usually take it off completely and then squirt a bit of release agent at the boss/steering column interface if it all looks dry and dusty.
2. Replace the nut & washer, but leave it 2 or 3 threads away from being tight, roughly 2-3mm gap away from the wheel hub.
3. Slowly but firmly pull on either side of the steering wheel, first one side then the other as if you're trying to rock it off. It's not a massive show of force because you stand a chance of bending the arms, just enough to feel you're putting strain on the wheel boss.
This is not an instant fix but I've found that repeated rocking/pulling over a minute or so usually does the trick and suddenly the wheel will launch towards you. That's why the nut is loosely in place, to stop the wheel smacking you in the face
Brian