The video is not strictly wrong. Steel is an alloy made of several metals including iron which is magnetic. However you are not wrong either. Some steels use allotrope of iron which is nonmagnetic. So it would be more correct to say "some" steel is magnetic.
@Neil Sanders Strong Magnets attract the copper wire such as lodestone ( natural magnet )whereas the normal magnets such as bar magnet does not attract the copper😊😊😊😊..I hope this helped