2 reasons
1 Some of the older barrels are softer than the steel shot we shoot

If you shoot steel thru them a slight ring/bulge will form where the choke starts
As the steel shot expands the choke


2 Some older shotguns were proofed to lower pressures than modern steel loads
Not that the loat produces that muck more pressure , but when the steel shot hits the choke ( normaly full)
There is a pressure spike
If you beat a low end or abused gun with the extra pressures
Things can happen
And they might not be fun

I know of a JC Higgiens ( sp ) shotgun that the bolt lock up broke out of the receiver from shooting steel loads

John