Personally, I always use Infiltrator's Strike for my gap-closer for two reasons;
1. It includes an immobilize.
2. Gives you the option to 'shadow return' if/when the situation looks ugly or you need condition removal.
Steal is instant and can be used anytime, even while already activating/using another skill. I think it is most valuable as an on-demand damage (with Mug trait) and buff (Fury, Might, Swiftness, Vigor, plus two random buffs taken from the enemy) when traited. Also, after you've initiated your Infiltrator's Strike + Pistol Whip + Haste combo, you can use Steal during the initial pistol stun animation to teleport you to your enemy, almost guaranteeing that you will land the stun.
Basically, if during a fight I think to myself, 'wow, I'm really on top of this guy, I need a little more DPS to finish him off', THAT's when I'll use Steal.