There are two questions to answer.
Firstly: it is not surprising that glass beads have the same hardness as steel shot. Glass is a pseudo-ceramic material with strong molecular bonds. Diamond, the hardest of materials, is also a ceramic with even stronger bonds. Different types of glass have different hardnesses.
Secondly: steel is tougher than glass. As a rough guide, toughness is hardness multiplied by ductility. Glass has a much lower ductility than has steel. It therefore follows that steel is tougher than glass of the same hardness and is therefore much more resistant to fracture.