I have exactly this symptom.
I first heard it while hugely enjoying the super-twisty North Cascades Highway here in WA, last year, and every time since, monthly.
I believe it's coming from the plastic housing around the steering column, behind the wheel.
It's super-easy to reproduce moving or parked. Just grab the wheel and push laterally (sideways) on the wheel until you hear it.
I had a loaner GT that did exactly the same thing. I think all Lucid Air's do this.
My local (Seattle) service expert understood but had no fix. I've just accepted it. For now.
Your squeak might be different in nature, I don't know.