By nature, brass is malleable. Therefore, it expands more than steel which causes the cartridge to fit tighter in the gun's chamber. This contributes to an even building of pressure in the chamber and less unburned gun powder blowing back which can dirty your gun.
Also, because of its malleability, brass is reloadable. Reloading can offset the fact that brass-cased ammo is typically more expensive than steel or aluminum.
Additionally, brass is corrosion-resistant and slicker than steel. Therefore, brass does not need to be coated in the same way that steel does.
Compared to steel, brass-cased ammo is almost always more expensive.
Brass is more malleable than steel and, in some guns, creates a tighter seal. This, in turn, can cause brass ammo to run cleaner than steel.
With some firearms, brass may not extract as well as steel.
Brass is malleable and can be reshaped easily to its original dimensions. Therefore, it is can be reloaded.
Brass is a slick metal, therefore, does not require a coating.