Steering Wheel will not lock when key is removed

Hello, I have a 2000 Jeep cherokee sport 2 wd. I noticed the other day when checking my tires. Driver side on jack stands. I could physically turn my wheels while my wife watched the steering wheel turn. The steering wheel should of been locked, no key in ignition. I could turn it left ,right, and back to the middle. I thought nothing of it untill I turned the engine over then off, pulled key out, and the steering wheel whould not lock? Anyonee have any Ideas?
Matt