Steele wanted to play first-team football and that was simply not going to happen if he stayed with United.
And ahead of tonight's Carling Cup tie, Steele told the Yorkshire Post: "Football is such a short career and the whole point of it is to be playing games not sitting in the reserves.
"A lot of players go through their whole careers being on the bench but that was not the route I wanted to go down.
"When I joined United, I had only played two games for Peterborough but (the manager) Barry Fry wanted to sell me because they were getting good money.
"I could not have turned it down in a million years. Although I knew it would be a tough place to make it, I didn't want to go to a smaller club and have regrets about what might have been."
Steele made the substitutes' bench on several occasions for United but never got his chance between the posts. He spent six months on loan with Coventry City before deciding to wave farewell and try his luck with West Bromwich Albion.
"I think I had just signed a new contract but, for the last six months, I was playing in the United reserves and I wasn't really that happy. I had gained first-team experience at Coventry and that's what I wanted all the time.
"Even if had stayed another five years I don't think I would have edged Edwin van der Sar out of the team. He is a top, top goalkeeper and has been one of the best in the world for the last five years. I could tell that he was going to keep going until he was 39 or 40 so when the manager told me that West Brom wanted me, it was the perfect time to leave."