Not sure if RSs sold in the UK speced the same as US cars. "But"---cars.com lists the heated steering wheel as part of the RS2 package for $2785.00 MSRP. It's also listed as an option in the more exhaustive features list---so I'm not sure if the HSW was available as a stand alone option as well as part of the RS2 package or not.
I would imagine Ford made all the RS (regardless of "packages" or "options") fuse blocks the same which would explain why you've got the fuse terminal but not the HSW.
Or...............................maybe it was 👻s or 👽s messing with your car during that "missing time" event.