Here are few things to check that I found helpful when my '37 acted the same way.
Unhook the draglink off the pitman arm or steering arm.
Count total turns of the steering wheel paying close attention to the center. You should feel the wheel get tight as you cross over center. If you can't feel this, its time to adjust the gear box. The center tight spot is to keep the truck straight when going straight, less work for you.
If the tight spot matches your center count, then the steering wheel and gear box are aligned. I don't believe you can get the gear box wrong if you take it apart for a cleaning. If the steering wheel is off center still, pull it off the shaft and recenter it if possible. Mine has a keyway so it only fits one way. You don't want to move the wheel off center just so the spokes line up when driving, you want it centered to the gear box.
Since these trucks only have two tie-rod ends, you can not adjust them to center the steering wheel like a modern four tie-rod system. The only adjustment the tie-rods give is toe-in or toe-out. This is the time to check that, roll the truck at least one tire revolution forward with full weight on the ground. This takes any slop or movement out and places the front end in as driven position. Measure the toe adjustment at frame height, front and rear of the tires. You are looking for 1/8" toe-in. At speeds, the 1/8" will spread out to straight ahead due to road forces.
With the front tires straight ahead, the gear box centered, and steering wheel centered and locked into place ( rope or seat belt holding it ), the draglink should drop right into the pitman arm or steering arm, which ever one you unhooked.
If it doesn't fit perfect, you have a axle placement problem or bent draglink. I never could see why my truck wouldn't line up, the draglink was just slightly to long. I replaced the front springs, bushings, and made sure I pulled the axle forward the same amount on each side when tightening the u-bolts. It still didn't line up so I had a family member machine a threaded rod and using two tie-rod ends made a adjustable draglink. You can loosen the u-bolts and pull the axle forward or backwards some with a chain pull or come-along to change the wheel position a little. It doesn't take all that much movement to make a decent change in the wheel position.
Ride height makes a big difference when centering the steering wheel. I moved mine off center 1/8 of a turn just by lowering the front end 3/8". To check this for yourself, jack the truck up by the frame and watch the steering wheel. As you may know, the front axle moves up and down in a arc from the solid leaf spring mounted end. The draglink follows its own arc up and down from the pitman arm mount. At a factory ride height, both the arc's are at the center of there respected travels so slight bumps in the road really don't effect steering much. A loaded truck drives completely different over bumps due to the two arc's being out of alignment, same thing when you lower or raise a truck from factory settings.
So after all that,
( 1 ) check that the axle is positioned correct to the frame, measure each side from a given position of a crossmember or frame position, and from front axle to rear axle on each side.
( 2 ) check that the gear box and wheel are centered
( 3 ) check that the draglink is correct part
( 4 ) check pitman arm for any damage or bends ( they will only fit on one way since they are keyed)
( 5 ) check the steering arm for bends or damage. Mine bolts to the spindle, so I was able to move it around slightly and change the wheel position some this way.
( 6 ) check ride height and be sure truck is in as driven condition ( full weight )
( 7 ) did you remove the caster wedges from under the axle? These wedges ( thick part to the rear ) set the caster angle. Without them the truck will drive very loose and not return to center on its own. The caster angle leans the kingpins back, so when you turn, the steering system is picking up the front of the truck. The weight of the front end is what returns the steering back to center. With little or no caster, it steers real easy since you are not lifting any weight. You want the right balance between to loose and to heavy. 2 to 3 degrees is about right for a stock truck. Mine has 3 and could use 4, as it's still a little to loose at highway speeds.
Good luck and hope I didn't confuse the heck out of you (or bore you).
Joe