Hi Hristo,
>AFAIK, it was built using quite many steel components instead of aluminium.
Good point: While the Me 109 consisted of 95% light alloys, the Me 262 had the precentage reduced to just 55%.
The Me 262 was well armoured, too: It was protected by 196 kg (432 lbs) of armour plate. For comparison: The P-38 - similar in being a twin-engined single-seat fighter - carried 330 lbs of armour.
Jet engines by design were much more resistant to battle damage than piston engines since they lacked extensive radiator and oil cooling systems that were the achilles heels of piston engines. They ran without the auxiliary systems (like the ignition gear) that were indispensable for piston engines, and the jet engine itself consisted of very few moving parts that were difficult to damage critically.
The Korean War demonstrated the high durability of jets very well. Though the USAF fighters' heavy machine guns were considerably improved over the WW2 versions, and though they had a ballistically ideal centre-line battery, the MiGs were capable of absorbing much more damage than the WW2 piston fighters could and still return home. As a consequence, the USAF battle-tested 20 mm cannon (Project GUNVAL) and generally adopted them for future fighters.
In short: The Me 262 had a durable structure with a large percentage of steel components, it was well armoured, and its jet engines were able to withstand battle damage better than piston engines could. On top of that, it had two of them :-)
Regards,
Henning (HoHun)