Speaking as an actual gamer that actually has attempted to run some of the hardware, that just isn't so.
Yes Microsoft uses a proprietary wireless protocol, but what of it? On the pc end of things they seldom offer support for anything other than the gamepad. I know the old 360 wheel technically worked on the pc, unless you wanted to use any form of force-feedback. There have been other devices that has run into issues as well.
The speed wheel WILL work on the pc via the dongle, BUT the default drivers map the gas and brake to one big axis. You'll have to use xpadder or something similar to fix this, which may or may not be a big deal to you depending upon your setup.
Don't misunderstand, I'm not picking on you, I just don't want you spreading falsehoods. Microsoft hasn't been real good about supporting devices that don't show up as a gamepad on the pc, so you can't simply buy an accessory and expect it to work, at least not fully.