Soft steel bullet jackets aren't any worse than tough gilding metal bullet jackets on rifling. Note the term "soft." You can make steel that you can mark with your thumbnail, or steel that's so hard it can't be easily machined with normal tools. Bullet jackets out of steel are nothing new, and should be no problem at all.
Steel cores in bullets don't make any difference to the rifle. How could they? The bullet core never interacts in any way with the rifle.
Steel cartridge cases are probably no big deal either, except if you use older Wolf with super-tripple lacquer coatings; these tend to leave a lot of lacquer in the chamber and are a pain because cases eventually stick.
As noted above, don't pay too much attention to an FFL's opinions about ammo (or anything, really). Having an FFL means that the person has paid a fee and maybe has some experience in selling guns, nothing more.