If a particular firearm will feed, fire, and extract the steel (or aluminum) cased stuff... Then go for it!
My formerly owned Walther P99 9mm didn't like anything but brass. And neither did my formerly owned Springfield EMP 9mm. Everything else I've tested with Steel or Al has worked just fine.
"Dirtier"... Answer is "maybe". Can be caused few different things: Different powder / priming compounds can burn smokier/sootier and end up dirtier that way. Also, since Steel & Al cases don't flex like brass does, sometimes there's not nearly as good of a "seal" in the chamber when shooting it. This will allow a little more blowback into the chamber = dirtier. And/or a combination of things.
Have only tried the poly coated Wolf in .45 ACP. Every round went bang and not a single malfunction in both A Glock and XD. Also, no damage to either gun what so ever !
Now, I thought it was dirtier than many other typical brass cased target brands and also APPEARED (didn't run over a chrony) to be more inconsistent and loaded much softer.
I have always picked up and saved the empty cases other shooters leave lay (in .45 at least). I don't do it on a regular basis, but they do load and hold up fine for several loadings.