Actually, they were called the Pirates back in the 30s when they first started. They changed their name to the Steelers after a few years in the league.
We’ve got a running commentary going on this. Art Rooney started a team called the Pirates, sold it and bought half interest in the Eagles. Swapped with the guy he sold the Pirates to and returned to Pittsburgh. I’ve got one source that says the Pirates moved to Philadelphia in the swap and the Eagles moved to Pittsburgh and became the Steelers, and another that is unclear on whether the franchises actually moved, or if the owners just swapped franchises.