Hehehe...well if you didn't have it, how to you reckon you'd bolt the steering to the column?
On production cars, the steeringwheel incorporates it's own hub adaptor. So when replacing you need the adaptor to attach the column to the bolt face of the steering wheel.
On many racecars, one welds a bolt face to the column and the steering goes directly on. Some hub adaptors are two piece so that the wheel can be taken off.