Maybe, maybe not. Concrete - properly designed, detailed, and constructed - will fail in such a way that you have indication. Major cracks in beams, etc. will give ductile failure modes and, in some cases, buildings like this one can be detailed such that a column or beam failure can be absorbed by the structure to give everyone ample time to get out, the site secured, and the building repaired or demolished in a controlled fashion With steel, if you don't proportion the connections right and you have a tear-out failure in shear or tension you won't know until you're on your way down.
All structural materials have their pros and cons, but no one material is better than the others in the generic sense you seem to be going after. In a particular set of circumstances one will be more advantageous than the others, but you can't say "steel is always better than concrete."