It's not like Sarah has feelings for Steve, or hopes to date Steve. It's just.. for some reason Sarah wanted to explain that there was no way she and Steve could be together.
Actually, not only with Steve but with all the other men.
What happened to Mrs. Collins was quite an impression on Sarah's heart, how she looked at her with disdain because she was an orphan living in an orphanage, and it was one of the reasons why Sarah didn't remarry or try to have a new relationship.
Sarah knew that she shouldn't have thought like that, because only Mrs. Collins behaved like that to her, while Mr. Collins was very, very kind to her.
However, it seems that it left quite a trauma in her heart, and made her afraid to have a new relationship, well… unless the man was already an orphan like her.
But there's no way Sarah would ask if the man was an orphan before deciding to date him, right?