China made cars all came with them from the end of Q1 2021. Don’t know when the US cars did, sometimes it seems to lag behind China for some reason.
A couple of things to check - only since around 2022 did the base model Model 3 start coming with heated steering wheel as standard, prior to that it had to be bought as a “Cold Weather Feature” option (check your app) which was a package of rear heated seats and heated wheel.
If you have a late 2020 MY21 car you may well have the compatible left body controller, and heated wheel (no seams at 10-to-2 is a good sign). If you have a LBC with P/N 1567455-00-C or later then you’re probably in luck, and can probably get your wheel switched on with the script I mentioned. If you have 1078673-32-L or earlier, like I do, then you’re probably outta luck. A Tesla tech will be able to run your VIN to tell you the replacement part.