As per the other similar thread about the MK2 Leon.... none of the steering wheels from the MK5 platform will fit as the airbags are different.
 
I would've thought that a swap in the Mk2 Leon would be possible, of course you'll end up with a VW airbag.

So if it's only how the airbag look, and not connects, works etc, the swap should work if all other things are the same. But that I don't know, I'm not a VAG technician.