Right now, the advanced steel processing recipe (using Coal Coke) has no machine associated with it, so it cannot be chosen anywhere. You can create Coal Coke just fine, but neither the basic stone furnace, nor the Steel furnace, can select it (they also don't accept more than one ingredient, so even if it was associated to them, they'd never be able to do it, since they only have an input slot and a fuel slot).
For this recipe to work in vanilla, you would have to add a custom furnace that could accept multiple inputs.
EDIT:
Looking at the recipe chain in Recipe Book, this seems to hold true for the entire Steel chain. None of the new, advanced, recipes, have any associated machines, so they can never be made in vanilla Factorio. So there should probably be a setting to disable the advanced steel production chain and only focus on the coal enrichment for power (fuel), unless you also add a multi-input furnace to go with the new chain. Alternatively, add something like https://mods.factorio.com/mod/furnace-recipe-selection as a dependency.
