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ryansu Gugie is right. I have cut steerer threads with a die and it works fine. It works especially well if you already have some pre-existing threads to start the die down - this keeps the die straight and square with the steerer when it starts doing real cutting.
The dies are made of tool steel which is quite a bit harder than the alloy steels nice forks are made. Any claims that threads can't be cut with a die is nonsense. Yes, if you are working under very tight tolerances in a machine shop, a lathe will always cut cleaner threads, but that tight of a tolerance is not even close to being needed for steerer threads.
The only time to be careful with a die is with chrome-plated steerers. The chrome is very hard and might dull the die a bit, depending on the die.
Put either the die or the fork in a vise and make sure you have good leverage on whichever is not clamped down.