I think the 05 has a steering wheel lock, so you're going to have to unlock it. Normally you leave the key in the ignition for that. I know some people have gotten a mechanic to disable the steering wheel lock so they don't need to.
Both our '10 Wrangler and our '12 Liberty didn't have the locks, so we never had to go that route.
Edit: Don't forget you need to put the transfer case in neutral and the transmission in 6th gear when you tow.
2008 King Aire 4562, Spartan K3(GT) w/ Cummins ISX, Motosat HD-SL5 w/ SWM-8, Multiswitch, HR34 Genie
2014 Jeep Grand Cherokee Overland 5.7L V8 Hemi w/ Blue Ox Aventa LX Tow Bar and baseplate, SMI Air Force One brake