I don't think it's made of steel. I'm pretty sure the actual "sides" of the capsule don't reach 4000 F, just the bottom heat shield as it's the most exposed. It takes the brunt of it.
Steel is usually too heavy for spacecraft. They usually use titanium alloys and other materials for their strength and low weight.
Titanium melts at 3200 F, not browns. What is that brown color + SpaceX logo anyways, paint :0. Paint browns, but not at 4000 F. At 4000 F paint evaporates instantly. Oh Boy.
