A steep turn is just that - a slightly sportier turn than you'd normally make. As such, other than a pre-turn lookout, I see no reason to do a set of HASELLs. I can see how it could be argued that a max rate turn could need a set of HASELLs, but I really don't think that the very small risk that the aircraft could be sufficiently mishandled as to depart makes them worthwhile. In addition, many of the particular items covered would be somewhat pointless - for example, I'd be more than happy to turn steeply at relatively low altitude.
However, a stall/spin package or aeros involves a deliberate period of either uncontrolled flight, or at the very least limited manoevrebility, risk of overstress or undesirable handling characteristics if any services are selected, and significant potential danger if there are any loose articles in the cockpit or the crew are not properly strapped in, so therefore definately requires a HASELL check.