Perhaps the material isn't the question.
Steel is expensive; then again, the best always usually costs more. On the other hand, AL has always been the standard offering on every ocean dive trip that I've been fortunate enough to go on. The reasons for-or-against are both valid and varied.
Generally speaking, if you have a specific dive application that you're looking to optimize, then steel is tough to beat. Steel's combination of variety, size, strength, capacity, and buoyancy characteristics are unmatched. If you want to perfect your skills against the equipment profile you'll more than likely see on your next vacation, then training with AL may be the way to go.
Obviously there can be other considerations. As with many decisions in scuba, the best solutions may be based around an examination of the expected environmental factors vs. equipment availability, performance, and costs.
In other words, figure-out what you need and why, then choose from a short-list of avialable quality equipment options that best meets your needs.