Thats just the dust cover designed to keep some grease in and dirt out. You might have to loosen the column and pull it away from the box and replace it after greasing the couplers.
First, your coupler is nearly fallen completely apart! View attachment 1716049862
The part that I have circled is supposed to be inside the part just below it. This is DANGEROUS! Don’t drive this car until you’ve put this joint back together.
