I can't think of another explanation for Steve's comment. I'd say the only thing we can do is leave him be until we have reason to think he's been turned. As of now, he counts for the innocents. Later in the game, it'll be really important to have as many innocents as possible.
As a side note, if the Ranger or Hunting Guardian protect the Cursed from a wolf attack, they're not Turned, are they? So we could, theoretically, keep Steve on our side as long as we wanted.
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I have loved the stars too fondly to be fearful of the night. Double Fenris
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