Ordering one today! They're supposed to have heft to them, and are rigid.
They're one of the top 3 materials for safety (glass, silicone, steel). They're non-porous, can be sterilized, etc. They hold temperature well (put them in ice water for temperature play) and don't have the chance of chipping or breaking like glass I think. It's at least a LOT harder to break steel than it is glass (pyrex glass is supposed to be very strong, too, though.)
So yeah, advantages of steel:
-heavy and hard
-non-porous, easy to clean
-excellent for temperature play
-practically impossible to break, chip, etc.