When I was growing up I would go to the rifle range with my father. I loved it!

All of the casing that my dad and I fired down range were all brass.
I went shooting with a few buddies about a week ago. We met at one buddy's farm property. I own two rifles. But I'm looking into a 9mm semi-auto pistol. Another buddy brought his Glock 22 for me to shoot. He bought some TulAmmo .40 to shoot because it was very cold and we had about half-inch of snow on the ground. He reloads but he didn't want to police the spent casings to reload.
I had no idea these were even around, like I said before all I knew was brass. I know steel casings can't be reloaded.
Are there any downfalls to these types of rounds that could damage the firearms that one would use? The only thing I would use these rounds for would be at the range because they're cheap

Any other use I would use brass (i.e. personal protection, home defense and the proverbial SHTF

)