I thought I heard somewhere that the neck would warp with such tension (steel strings on a classical gutiar). I may be wrong with that, but I have heard it none the less. I just can't back myself up. I'd imagine that a steel guitar would also have risks with different strings. Your best bet is to just buy a classical guitar. If you're wanting a more gentle tone for finger picking a steel string try Martin silk/steel strings. I use those on my steel string and they have a vague classical tone to them when finger picking but they still maintain a mostly steel string sound. Besides, what's the point of having a steel string if you're not going to use it to sound like a steel string? That's a rhetorical question mind you.