My '97 Anniversary model (purchased brand new in 2000) has separate keys. 2002 EV Touring had one key to do both, as it was incorporated in the ignition switch.
I suspect you have misplaced or never had the steering lock key. You can remove it by digging out the filling for the lock and inserting the correct size allen key (from memory). Take it to a locksmith and they should be able to cut a new key for you.