Hi Karen,
My answer is "Yes and No". Stainless steel is recommended for plumbing hydrogen as it is more inert (copper corrodes after a long while and requires replacement). Otherwise, there's no doubt that stainless steel is more difficult to work with in practice...you'll need a harder tubing cutter material and tubing reamer for sure.
My personal preference is for Stainless Steel for the hydrogen line (maybe a bit silly) and copper everywhere else. Over the long term I believe steel is the better choice for all of the lines (again, this may be silly). I'm not certain that the phrase "economy of quality" applies for all gas connections with S.S...
Let us see what others may write, thank you and best wishes!