I see this issue/debate going both ways. On one side, we are inherently skeptical of plastic guide rods, and know that steel has to be better/stronger than plastic. After all, isn't that why most of us chose CZs over Glocks, M&Ps, etc...! But, then there is the concern that steel is harder than the aluminum frame and can do damage... Sounds logical...
From what I've read, the steel guide rods should not come into contact with the aluminum frame in such a way to do damage. Of course, we've read about cases where it has... Maybe there's something to this, maybe not...? I think you'd hear more about it if it was a significant issue.
So, on one hand you might say there's nothing to this steel rod doing any damage to CZ frames, that's all a bunch of Internet myth! On the other hand, why bother changing out the plastic guide rods to begin with, the couple of things you've read about plastic rods getting chewed up is a bunch of Internet myth!
I debated this when I got my P-01, and determined that if it ain't broke, I'm not fixing it! After all, this bleep pistol is NATO tested/certified WITH the plastic guide rod. If you read about the test, it is a very rigorous ordeal... Why put something in there that MAY damage your pistol? I would not over-think the need for a steel guide rod, I just wouldn't.
Also for reference, I bought an SP-01 fully worked over by the custom shop about 10 years ago. Awesome gun and shooter! Anyway, I put some good money into that gun, and it still wears the plastic guide rod that came stock from the factory. It was never deemed necessary to change it out. Many, many rounds have been put through that gun over the past 10 years, and the plastic guide rod looks great, not a mark on it. It does have a slight bend to it from the spring pressure, but zero issues in performance.
Now, I recently bought a Tactical Sports Orange (beautiful gun, wish it wasn't such a pain to post pics on this site...) and it has what looks like a stainless steel guide rod. I'm sure the factory wouldn't put it in there if it would cause damage to the frame. That is steel on steel, and I don't anticipate it making contact where it will cause damage, but will keep an eye on it.
So, to answer your question, if I were you, I'd keep the steel one in place and just monitor the frame for any problems, until I could locate a plastic factory replacement. That's what it was designed to have, that's what I'd run in it, unless there was an issue. Sure, an aluminum guide rod is softer than the steel (it's still harder than plastic and can theoretically damage the similar-material aluminum frame...), but, why go that route if you are not having problems with the steel rod. But again, if it were mine, I'd switch it back to the plastic one as soon as you can locate one.
Using the same logic, I would think that the aluminum guide rod would be ok in your steel SP-01 Compact, but again, why bother/risk it if the plastic one is performing. You'd probably be just fine, but I'd go with what how the engineers sent it out.
YMMV
