"steering" is a word that can lead to confusion because it leverages the intuition that we have with our ground vehicles.

A change in direction in space requires accelerating the vehicle in some direction, the effect of which is just simple vector addition of the velocity vector of the vehicle.

So if you are going with a huge velocity in one direction and you want to change direction significantly in another direction you have to change velocity (accelerate) a lot in order for the combined vectors to produce a significantly different final velocity vector