Just to be clear ... you can indeed coat things with stainless steel.
However, most stainless steel objects (like screws or bolts or tools, etc.) are stainless throughout - you cannot abrade or scratch into a non-stainless inner core.
This is unlike, for instance, galvanized hardware which is merely steel with a coating over the top. Galvanized items can, indeed, be mechanically altered to reveal non-galvanized material underneath.
As for my grandparents question:
You can, indeed, buy stainless steel beams, rebar[1], etc. They have all the fantastic properties you imagine and are, again, not merely coated like (for instance) galvanized rebar. They are also extremely expensive.
