I asked a similar question a while back. I was told basically the same thing, brass is reloadable and easier on the internals of your gun, and steel is cheaper, but still functions ok and shouldn't hurt your gun as long as it is in good condition. You can reload some steel that is boxer primed, but it will wear out your dies a lot quicker than brass, and most of it is berdan primed anyway. As long as you intend to just shoot it and not reload it, you shouldn't have any problem.
Be sure to store it in a dry place, as I have had some rust after getting damp at the range and forgetting to dry it properly. It was coated but all the scratches in the coating had a little rust when I took it out.