Like very other important denizen of Apokolips or New Genesis (home of the New Gods), Steppenwolf is immortal, so one can’t fault him for wanting to strike out on his own after spending thousands of years, if not millions, carrying out Darkseid’s commands.
Debuting in 1972’s New Gods #7, Steppenwolf is a member of Darkseid’s Elite, the group of his most skilled and loyal underlings.
Steppenwolf’s duty is leading Apokolips’ military, and when he rides into battle, he’s usually armed with his electro-axe and has a unit of warriors riding gigantic, raging hounds following behind him.
That said, even though Steppenwolf is quite powerful, his nephew is one of the mightiest beings in the universe, so he has to be smart about escaping his nephew’s grasp, or else he risks being incinerated by the Omega Beams.