Generally speaking, the interior of a car to pass roadworthy requirements must not have any sharp protrusions in front of the driver, and larger surfaces should be padded.
A column shroud itself doesn't add much protection, so you should be able to get away with it since its not in a place thats of real danger to the driver.
On the other hand, its also upto the discretion of the roady man - if he doesn't like it then I wouldn't argue with them. Main reason to have it is so you don't have electrical issues with whatever is on the column.
If you really can't get one, just go to the post office, buy a heavy wall cardboard tube and put that there with some gaffer tape!
