I like the FlyingDutch response.
I probably should have clarified that I can explain why in a climbing turn the outside wing will stall first. ie the angle of attack is higher for the outside wing as it is travelling a greater distance yet gaining height at the same rate. (I'd draw a diagram at this point but it will be too tricky here.) The outside wing will therefore achieve the stalling angle before the inside wing.
However, this explanation and my corresponding diagram can not be transferred to a level steep turn concept.
I'm currently undertaking training for my instructor rating, and I've been told this is a common question during our test here at our club.