Steel types don't have to literally be made of metal, they just have to have the properties of metal.
Alolan Sandshrew and Sandslash are a good example of this. There's no metal anywhere on there bodies, just ice that's as hard as steel.
For Mawile, it's the horns. For Lucario, it's the spikes on its paws and chest (which would mean that the rest of skeleton is made of metal too).