1. Because the number of concrete construction yards is limited
2. Design and construction codes for steel structures have a lot more history and familiarity
3. It's probably cheaper to dump tonnes of iron ore into a 'big bucket' rather than build the weight in concrete.
The standard offshore WA is to build a steel jacket and then build steel compartment walls amongst the members. Install jacket and compartments and then fill them with iron ore. I know; I know, but that's Western Australia for you! You're not going to change them with those fancy ideas. She'll be right mate!