The issue isn't the steel.
On new holders, sometimes the channel is too thin and certain steel (usually LS3) struggles to fully go in.
What they should've done would be to hit the bridge of the holder with a mallet to get the center to fall in. That's hard to do when the skates are mounted on the boots as you can't get a hammer in there.
Take out the steel and you'll see that the channel will most likely look like some plastic has been shaved off. That's what happened when they put the steel in. Go ahead and take an X-Acto knife and remove some material from where you see the bulge. Reinsert steel and see where it's getting stuck at, then repeat. Try to confine it in the channel, not the edge of the holder.
In this situation I wouldn't recommend heat, because the holders are mounted and things could go wrong. If not mounted, then I would've.