Steel shot is terrible. I don't know exactly why, but I have seen geese have the feathers blown off of them, you can see them shiver in the sky as they get pelted, and the will wobble and shrug it off. Usually to get just far enough away that they die in a place where they are irretrievable.
Lead would stagger them enough that they'd go right down. The newer bismuth and tungsten rounds are almost as good, but at something like $5/round, it's absurd.