Gravity isn't constant that's what the rest of my comment is about, Gravity depend on the distance to the centre of mass of the earth. The formula has a d² as the divider, meaning the smaller d is, the greater the gravity. Since with the assumptions I've established d is smaller for steel than for feathers, the weight is heavier. "d" is calculated by taking the distance between Earth's centre of mass and the object centre of mass. That's what makes the steel heavier.

We can even calculate by how much: Steel has a density of 7.8 while feathers is 0.0025 (variable but that seems to be the only figure I could reliably find. I'm using kg/L as the unit for m & V since it's convenient so that's why my density is technically not a density but a volumique mass). Since density is m/V and we've established they have the same mass, the volume of steel is 7.8/0.0025 = 3120 times greater. Since what we're interested is the distance to Earth's centre of mass, we're only interested in one of the three dimension that form the volume so 3120^1/3 = 14.6.

The kilo of steel will be 14.6 times smaller (in height) than the kilogram of feather. Since they both weighs 1 kg, that means the steel is about (1/7.8)^1/3 = 0.5 decimetre of height (since Litre is dm³⁾ or 5 cm. This assume it's a cube but it's just an example, the reasoning would be the same with a brick, the numbers would just change a bit. The centre of mass would be about halfway so 0.25 dm high or 0.025m.

Using the same reasoning for the feathers, you can situate their centre of mass at about 0.36 m (which is as predicted about 14.6 times higher). Since gravity is inversely proportional to the square of Earth's radius + the centre of mass' height, that means the kilo of steel is about (6,371,000.36)²/(6,371,000,025)² = 1.00000001 times heavier than the kilo of feathers (it will vary depending on the place considering the Earth isn't round which incidentally means gravity isn't even constant on Earth's surface).

Thank you for coming to my Ted Talk. Seriously this started as a joke I made about pointless overthinking and now I'm answering people who were telling me "no you're wrooooooong" with even more overthinking. I guess I didn't learn my own lesson xD

Well yes that's what I just said. Steel is more dense which end up making it heavier. For the detailed answer see my answer to the second person commenting below me.