Brass is the most common because it can be formed to very good consistency from the factory
and reformed by the re loader. also it has the nessary strength to handle the pressure whereas
copper does not.
A lot of the foreign military use a fairly soft steel for there cases but they are not intended for
re-use
Also brass does not wear the chambers as bad as other materials would and can be anneald
very easy after hard use.
There are probably more reasons but that is just some.