The factory aluminum wheels are not forged, unlike alcoa wheels. If your aluminum wheels are forged they will not crack and break, they will bend. This is a nice option as you can heat the wheel and bend it back making for a spare. It will never be straight again but the tire will hold air, at least for a while.
I have found that in winter my rides with aluminum wheels will lose air if I'm not driving them. at 50 below zero the aluminum will contract a LOT more than steel and the tires just go flat. Parked in the garage, no problem. Problem is, garage is just not big enough. I have two full sets of factory aluminum wheels for my super-duty, one with summer tires and the other with good winter tires.
Long story short, it all comes down to what you want. Each has their good points, and their down sides. If you like how it looks on your ride, enjoy it. Its your ride.