Basically any roasted malt have little to no enzymes from the heat in processing the malt and have already had thier sugars converted internally from enzymes. Mashing them does nothing special for them.
So steeping crystal, carmel, roasted, carapils and carafoam can give the same results as adding them to the mash. Possibly even better results given the added control you have in steeping.
You don't want to steep a base malt as they need to have a thier sugars converted in a mash.
Typically it's just easier to put everything in the mash. But steeping gives you more control. For example steeping really dark grains to prevent them from dropping your mash ph too much.
Most maltsters have great datasheets and faqs for thier individual products for those wanting more detailed information on specific grains.