Gears are supposed to be softer than worms or pinions so they don't cause as much wear. Each tooth of a worm or pinion meshes with the teeth of the gear many more times in it's life than a tooth on the larger gear, two hard teeth meshing will wear more than a hard ans soft teeth. Having a steel gear would cause the worm to wear out too fast. Ideally the worm wheel should be phosphor bronze but bronze is expensive and plastic is cheap.