There are ceramic membranes and nickel membranes but to be efficient they have to be so thin that they are very fragile anyway.

Supporting higher pressures or higher flow rates through the same area is one way to scale up reverse osmosis, but it requires some serious engineering to do (from the discussion above, very nearly at the “controlling placement at the individual atom” level). Meanwhile another way to scale it up is just make more of these membranes that we know how to easily make, and have bigger areas of membrane.

Ignoring the "how impossible is it to drill 0.2nm holes in anything" conversation above for a moment, what do you get out of stainless steel? My gut tells me you're looking for something with more permanence, but even stainless steel seems like a bad choice for something whose job requires constant contact with salt water (ergo, rust)