Is there space in the steering column for a Sony control stick?

Yes, there's ample space on the steering column. But I'm not sure whether it will come off without visible damage.

Like I said, this is a leased company car, so I would be in trouble if I'd need to return the car.

Has anyone ever removed this Sony controller and seen what it looks like?
The tuner module will be there soon now, so I will need to make a choice whether to combine the install with that of said controller.