Modern steel and aluminum cases that you buy off a shelf work fine. They won't expand and seal the chamber as well and let more stuff pass by, but that really is not a problem these days, just more work to clean up.
Now if you go back 25 or more years, and the steel cased stuff is surplus ammo that was loaded a few decades before that in some country you have a hard time finding on a map, there were some issues. The problem is with the corrosive primers and propellants that were used. A firearm that was designed for military service will handle it fine, having features like chrome lined barrels and chambers, since they were designed to survive the environment they were designed to be in. Where you ran into problems was with using the stuff through guns that did not have these features and not cleaning them.
I'm in my early 50's now, but was taught shooting and guns by a bunch of WW2 and Korean War vets. The surplus ammo we shot in the late 70's and 80's was the stuff they were using as young men while serving, and they all had the habit of cleaning their weapons after shooting them, no matter what the ammo was, because of what it could do if they didn't.
For the most part, a range will not allow steel cased ammo since the magnet test they do to detect steel core projectiles cannot tell if it's the case or bullet, and a steel core penetrator out of a round that someone just brings in is something they have no idea of how hot it could be loaded, being something that could beat up their backstop, or in the worse case go through it.