It can't be too unusual, because all indoor ranges seem check for it.
They're looking for any steel, core or jacket. There is a fire concern with any projectile containing steel.
Steel core is illegal for handguns as it is defined as AP. IIRC this restriction does not apply to rifle cartridges.
From 18USC 921
(B) The term "armor piercing ammunition" means -
(i) a projectile or projectile core which may be used in a
handgun and which is constructed entirely (excluding the presence
of traces of other substances) from one or a combination of
tungsten alloys, steel, iron, brass, bronze, beryllium copper, or
depleted uranium; or
Which does bring up the question: What about using m855 in an AR pistol?