I am not familiar with your particular tractor, but I suspect it has an orbital steering valve. The steering wheel is connected to the spool valve inside the orbital valve body (the names for these parts are not uniform) through a centering spring. The valve admits hydraulic fluid to the work ports (going to the steering cylinder) only when the spool valve resists the turning force of the steering wheel sufficiently to overcome the centering spring tension.
Resistance by the spool valve comes from both the viscous drag of the oil in the valve and resistance to the gerotor turning by the steering cylinder. With no steering cylinder connected or with air in the lines, the only resistance to the spool valve turning is the viscous drag of the oil in the valve. If the centering spring is relatively strong, the viscous drag of the oil alone may not be sufficient to overcome the spring tension. Since there is no oil in the gerotor (because the work ports are open), the steering wheel is probably turning the gerotor as well through the torsion spring, but there is no "manual" pumping of oil by the gerotor (as when the engine is off) because the spool valve has not shifted against the torsion spring as it must to admit oil to the gerotor.
In many cases, if you connect the orbital valve to the steering cylinder, and then move the cylinder manually to purge air from the hydraulic lines so that the gerotor (work ports) part of the valve will be filled with oil, you may well find that the valve functions properly.
Another trick is to disconnect the lines at the steering cylinder and hold ends up as high as you can. Then pour hydraulic fluid into one of the lines while turning the steering wheel in the opposite direction. That may let the geroter in the steering motor pump oil into the cavities. You can tell if the fluid level in the upturned hose goes down. Keep doing this until the oil comes out the other line. Then connect the lines back to the steering cylinder without losing any more oil that is necessary. With luch, the steering motor body will have enough oil in it to move the valve when you turn the wheel.