that's nothing
(3 happy ogre faces)
i thought you were going to post a picture where the head was mushroomed big time
obviously someone had to split the steering wheel to remove it... a noob move to say the least
the spline does not appear to be bent or damaged and the drilled holes won't affect the strength
the threads only hold the steering wheel on, the threads don't get torqued, just snug them
first run a die over the threads and see if you can get a nut on there, use anti seize
you won't need to re-thread the whole shaft, just what matters
you could try to straighten the threads, but would probably mess up the shaft and need a new column