I have a similar socket, bought from Halfords for about £8.00. The Halfords one is steel but has the nylon sleeve on the outside to protect the wheels. The important thing to look for is that the socket is a full face 6 flat and not a multi point type socket. The steel one does not damage the alloy nuts if they are tightened to 94 lb/ft as recomended by Porsche. The alloy option does add that bit of extra safety though.
As regards the air tools used by tyre centres etc, watch them with your car if they pick up an air wrench to use on the wheels I always ask them not to use it, if they ensist I would drive it off the forecourt and take it somewhere else. Air Wrenches wreck alloy wheels.