The nutrition of both are basically the same in print, but people who like eating less-processed foods tend to go towards steel cut oats since steel cut oats are just cut in half. Rolled oats have been cut, flattened, and then steamed. (For those who are interested, there's also "oat groats" that are oats that haven't been cut.)
SCO's are also a lot more filling than rolled oats. For me, I'd eat 3/4-cup (dry measure) of rolled and feel not-quite-satiated... I'd eat 1-cup (cooked measure) of SCO's and feel very full.
SCO's also have a bit of a nutty flavor. They're also more chewy.
If your aversion to refrigerating leftovers is the use of the microwave, SCO's heat up very well on the stove in a bit of water.
OH, also: I read a little while ago (can't find the same link now though unfortunately... if I do, you'll see it here!) that you can soak SCO's overnight, and they'll cook in a couple minutes in the morning. Maybe look into that.