But, for these reasons, aluminum oxide is no more protective than iron oxide.
Actually on most steel alloy's the rust is easily flaked off, which is why for just sitting out doors most steel will not outlast aluminum. But there are some that will simply form a ruddy red rust that is very resistant to flaking and rubbing off and that will outlast aluminum. Also if there is anything that will abrade the rust or aluminum oxide, say dust or sand storms, then the aluminum will corrode very quickly compared to steel.