Aside from Steve probably just liking the song very much, it's a perfect "After this song the show start" kind of tune because it's upbeat, happy, puts you in a good mood, and the slow intro is a nice buildup of tension.
I also love the contrast with their bombastic, orchestral intros - first they announce the show is about to start with an happy song, and then lights go out and starts a eerie and majestic orchestral intro (most of the times anyway). Like, "Ok, you had your fun, you're happy to be here, now shit is about to get real, be prepared for Iron Maiden!!!!!"
Also the outro song, Always Look at the Bright Side of Life, is a great choice. A silly song that tells you literally to do that - don't be sad 'cause the show is over, be happy that you've just witnessed Iron Maiden live!!!