Both had steel. The issue with steel is that creating it via a bloomery furnace is a finicky process on top of what was already finicky process just to produce a bloom of iron, enough that even during the (central) medieval when it was more common, the price of steel was four times that of iron, being able to outfit multiple legions with steel equipment was an expensive process such that making do with relatively inferior wrought iron for most of the gear was a more pragmatic choice that did little to hinder effectiveness.

The Romans used a great deal of steel weaponry and armor. Especially by the time they were regularly interacting with the Egyptians or the Parthians, etc. And there were multiple times entire legions were wiped out. So, your question really doesn't work as it is.

More broadly, steel was adopted in any culture as soon as it was reliably better (both in performance and overall cost) than bronze. And as steel manufacturing materials and techniques increased both the quality and quantity of producable steel, the use of steel increased (e.g. the gladius is a short sword because in part a longer steel sword was more likely to break. The later spatha is approx 6 inches longer in part because the quality of steel improved to the point that a longer, mass-produced sword was reliable enough to issue to the troops. If the earlier legions could have gotten enough reliable spatha-length swords, they'd have used them in a hot second).

The 'secret' of steel was a combination of different raw material supplies with different unknown impurities (which drastically affect the final steel's properties), and the fact that it takes years to train a single smith and lifetimes of trial and error to figure out improvements. They were gauging temperature by color and beating the thing until it felt right...not understanding what's going on in the metal or that carbon infiltration from the fuel is what makes the steel hard or that ore from that mine but not this one has too much phosphorous in it and needs to be refined and forged differently (as I understand it, not a smith myself). There wasn't a secret, just the general advancement of human knowledge before science was really a thing.