I guess some of that depends on your ultimate goal. It won't be any more energy efficient, and as you noted it will require some extra detailing in the energy efficiency department. The bottom line being the bottom line and all, the cost of steel and the engineering and unfamilliar trades having to figure out the structure will direct funds away from better windows, better insulation and detailing, better HVAC and perhaps nicer fixtures and finish...
Where steel shines is in the ability to use that strength to achieve certain architectural features such as large spans and large cantilevered decks and roofs without support posts getting in the way.
If you are just building a regular structure, without any special architectural features it is probably not worth it. Steel isn't particularly more tornado proof, as it is typically the outer structure opening up that allows air pressure to enter and "pop" the rest of the house. OK, so the steel framework may still be there after everything else blows away
ICF is probably better in this area. Steel can be more earthquake resistant as the steel backbone can be built to help keep the rest of the structure from separating during the shake, but I don't think that is a big issue in Manvel.