If you still can't launch the 'Steam.app', open "Terminal.app" and input /Applications/Steam.app/Contents/MacOS/steam_osx -bigpicture.
(We assume /dev/disk1s6 is the volume that created just now.)
In "Terminal.app", input sudo mount -t apfs /dev/disk1s6 ~/Library/Application\ Support/Steam.
If you catch up some error such as dissented by PID 15382 (/Volumes/Steam/Steam.AppBundle/Steam/Contents/MacOS/ipcserver), you can kill this process(eg:pid15382) and try again.
Open "Terminal.app", input sudo diskutil umount /dev/disk1s6.
Delete all files in folder "~/Library/Application Support/Steam/", just only hold this folder on.
Move all files from "~/Library/Application Support/Steam/*" to "/Volume/Steam/".
Please remember the 'Device' label in the right of this application.
Use "Disk Utility.app" to add a volume, choose format 'APFS' (DO NOT select 'case-sensitive' option).
(In terminal)sorry I forgot to capture this screenshot.
/BuildRoot/Library/Caches//Sources/AppleFSCompression/AppleFSCompression-96.1.1/Libraries/CompressData/CompressData.c:353: Error: Unknown compression scheme encountered for file '/System/Library/CoreServices/CoreTypes.bundle/Contents/Resources/ist'.