Lethality of steel vs lead is no difference in my opinion. It's all on how good of a shot you are. People blame birds getting away on the shot (steel-lead) just be a better shot.
This is a conflation of numerous things, and kind of a denial of physics.
Energy retention is a matter of density. Lead holds energy better. At any given range, lead will have more kinetic energy retained.
Use steel if you have to, or want to, but be aware of this.