The steel type has more resistances. The psychic type is not versatile offensively or defensively. Extreme Speed and Swords dance are lethal in combination. They can both use close combat well. Lucario has a higher potential as a special attacker, with calm mind and vacuum wave and dragon pulse or hidden power of your choice. But if you wanted a special attacker from your kirlia, you would have gone with Gardevoir.
Along the same lines, lucario can also make a neat mixed, sweeper, but since his offensive stats are only each above average, and not too deadly without boosting, greater focus is suggested.