There was an article in the January 2009 edition of Practical Boat Owner by Chris Gillings who owned a Sun Odyssey 40.3 called Juniper J.
On a delivery trip he lost steering just as he was about to enter Brighton Marina in F5/7, not nice, but fortunately all was well as he was able to rig the emergency tiller (The quadrant autopilot was also still functioning) whilst the tiller was rather short he and his wife were able to jointly steer the boat into the Marina with it.
The reason was simply that the stainless nuts that should lock onto the end of the steering cable at the quadrant had both fallen off. Originally Jeanneau fitted 2 nuts and lock them together. As the article states it would be more foolproof to have nylock nuts. As shown fitted in addition in the image below on a SO37.
You should also check that the cables run cleanly into the quadrant grooves, it is even possible for them to be derailed and rub together if left too loose...
An autopilot that acts directly on the quadrant is a useful backup in the open sea but it is well worthwhile to also try out your emergency tiller.