Steering wheel position is determined by an array of optical couplers in the clockspring. When you disconnect (then reconnect) the battery, the car needs to re-identify which way the wheel is turned (the esp uses this input along with yaw and lateral acceleration sensor inputs to determine if you are getting out of control). Turning the wheel lock to lock is the easiest way for the car to determine which way the wheel is pointed hence the procedure. IF you have other issues, this wont be your answer.
Chris