Every time my hammy has peed in his wheel, I can trace it back to interfering with his habitat. But then again, he's kinda potty trained, so that makes a difference. If said rodent :P is spraying himself on the wheel o' pleasure, be assured they will also groom themselves before we can realize they are kinda pee soaked. I've reached a kind of happy balance with said rodent :P......I let him nest in his wheel as he likes, but when he's particularly active? I take out the shredded paper and seeds he has hidden....and he goes to town on the wheel as a running device. Soon after, he finds the litter and seeds RIGHT OUTSIDE his WHEEL where I left it? and he drags it all in to hunker down for the night. Repeat as needed. If I am too zealous or off his schedule, he might pee in it ....then run. Hmm, keep repeating, its HIS house, its HIS house......In MY house? I'd like to poo in the kitchen if I so desire.
Just for the record, if I lived in his cage, the wheel totally rocks as a place to chill,sleep, nibble on my stash and avoid the sight of ugly humanoids ? heh.........