thing is that I´ve never felt the need of owning a tuner module, but now it seams like it is required not to loose the column controls, am I right?

If you don't have a tuner module, then you can't use the Sony wired interface.

The infrared options are still available to you, if you can find an infrared converter for your car's steering column controls. Check and see if PAC makes one, or perhaps someone else.

The "smart leads" you showed in the link look like they're all wired versions, not infrared. Of all the items listed on that page, only the Sony one would work, and only if you owned a tuner module.