This is a complicated question. Steelmaking in preindustrial times followed one of two methods - carburizing pieces of iron and laminating them together, or using a crucible to form a hard, high-carbon steel. Both were very intensive in labor and materials, produced limited quantities, and more suitable to blademaking than general metalworking.
Boilers used to be made from wrought iron at first, but to produce it at scale you need to be able to make pig iron at scale. Which requires blast furnaces. These didn't appear in Europe until the 12th c. though were present in China since the Han dynasty.
Blast furnaces require a lot of fuel, mainly very pure sources of carbon in the form of charcoal or coke derived from coal. The problem with charcoal is that you need to burn a lot of wood to produce it, practically entire forests' worth, and coke wasn't used until the early 18th c. in Britain.
There probably just wasn't this level of demand for iron at all until around the late Middle Ages. I can only speculate why it changed, but the introduction of gunpowder might be one reason. It could also be due to the more-timbered Northern Europe remaining relatively underdeveloped until then, which is another rabbit hole of a topic as to why.