Steep turns are a visual manoeuver - you are not flying on instruments.
uh... every other item in that "scan" was the external visual reference: I said "horizon", not "artificial horizon" or AI. It's what my instructor briefed me to do, and much to my surprise it resulted in passably well-executed steep turns on the first attempt. So I give the technique some merit.
If you're good enough to fly a steep turn in perfect balance with zero altitude change and no chance of the speed falling dangerously low, purely from the horizon, then fine - no need to look at the instruments. But as a 25-hour student flying the manoeuvre for the first time, that seems to be an unrealistic and possibly foolhardy aim.
Learn to do it visually, even if it takes a lot longer, because you will develop a proper feel of the aircraft, you will know where the aircraft should be to maintain 40, 50 or 60 degrees of bank, and you will know whether or not you are climbing.
Ultimately, I agree. You don't want to worry about the instruments when the dot in the sky suddenly gets bigger.