Steel vs. Brass is always a conversation piece, the truth of the matter is as long as your gun will shoot it it doesn't matter what the case is made of. The main reason steel cases aren't reloaded is due to the primer setup. Generally, a brass round will use Boxer primers, which utilize a single flash hole inside of the cartridge while most steel cases use Berdan primers that use a double flash hole to ignite the powder charge.
The other subtle differences are that steel cases tend to have some type of coating on the case to preserve the case for long term storage while brass is pretty much just polished up a bit and slipped into the box. Brass also returns to its original size better than steel after firing, which is the key reason as to why brass can safely be reloaded while steel cannot. As for overall performance, either round should do the job you ask of it, there isn't much difference when looking for accuracy and loading.
Now as we all know, some guns just don't like some ammo, no matter how much you force feed it. Most of my firearms prefer brass cases for reliable function, while my Soviet Bloc guns perform great with steel cases. The lone exception to the rule seems to be my Hi-Point 995, which will shoot literally any 9mm ammo with a good primer in it. My P-64 hates brass, I've only run steel case surplus ammo in my Mosin-Nagant, and my AK-47 has eaten a healthy diet of steel case, never bothered paying extra money for a box of brass for that rifle since I can easily find 20 rounds of steel case ammo in 7.62x39 for $5.00 or less all over the place.
Nothing wrong with trying out steel case if it's available and you don't reload your own ammo. It's always a viable solution if your store is out of brass cased ammo, just be on notice that when barrels get hot under heavy range sessions, the coating on steel cases sometimes start to melt into the chamber and make cleaning out carbon kind of a pain. My general rule of thumb is to clean the gun every 50-100 rounds or so to keep from working too hard to clean them up.