Leaving your pizza steel in the oven will not damage or break it, but doing so will affect how efficiently your oven works. Your oven will take longer to preheat and food will take longer to cook with a pizza steel present due to its ability to absorb heat. A pizza steel will also block heating elements from directly cooking food, possibly preventing searing and charring from taking place. For this reason, it's best to leave your pizza steel out of the oven when not in use.