Answer
It is important that the coefficients of steel and concrete to be same because their rate of expansion is the same as the temperature increases therefore there is minimal problem with thermal stress.
Work Step by Step
The coefficient of linear for both concrete and steel are the same which is $12\times10^6$. It is important that they both remain the same because when two different materials expand at the same rate then one will expand more than the other and it is very likely that one of them will break. If steel and concrete do not expand at the same rate then there would be faults such that the Steel will push into the concrete and crack it or would be get or weak spot where the Steel not expand therefore causing the building to collapse.