First pillars of the new VIP stand already in place.
edit: A question to the construction experts here: Why did they start to use steel pillars from the second basement level upwards. The first basement level stands on normal concrete pillars and then they started to put up steel pillars. My logic is the lowest tier has to carry the biggest weight, so why didn't they use steel pillars there too?
Could be multiple reasons. Like you say the load is of course higher and concrete is great at handling compression. Could also be because weight is needed to take care of wind load as to prevent the structure from lifting. It's usually very theoretical but still needs to be handled.
Not sure how many vehicles will drive close to the stadium but the columns are most definitely calculated to withstand an accidental load from cars or trucks. For that it's cheaper to use reinforced concrete connected to the ground slab with reinforcement.
With how the world is changing, perhaps there is also the risk of a terrorist driving a hijacked vehicle in full force and that might've been accounted for. If I would design a stadium I would make sure one column isn't critical for the whole structure, basically you could destroy a column and most of the structure would stay mostly intact.
As for steel rust it's really no issue unless they are in a humid and salty environment like close to the sea or buried in the ground. And even then it can be protected by galvanizing the steel (the coating can be damaged when welding but can be fixed at site with special paint). That's why it's preferable to bolt together steel elements rather than weld at site, even if weld is stronger. Bolts are cheaper, faster and require no additional training either compared to getting a welder.
Hope it was understandable.