The shift delay is to allow the cats to heat up more quickly and is normal for all models when cold.
The steering heaviness you feel is probably related to the width of your front tires compared to your old Nissan. Your car also has a recirculating ball type of steering which gives you less feedback than a rack and pinion type of system. Just make sure your fluid is up to the correct level in the resevoir.

__________________
'96 C280 (gone)
'97 C36
'05 C230k