Why did my steak marinade not make a difference?

There seem to be two general expectations for the marinade here: (1) it would tenderize the steak, and (2) it would result in more flavor. The first of these is basically a culinary myth, and the second was probably undermined by what you did to the second (unmarinated) steak.

It's important to be clear about what marinades do and don't do. Marinades don't penetrate deeply into the meat. In fact, aside from salt, most of the other flavorings or ingredients won't get more than a millimeter or two below the surface of the meat.

If you want to see this clearly, have a look at this page, where you can see colored dye was added to the marinade for various meats and other foods. In the case of solid meats like beef, larger molecules like flavorings (and colored dye) won't get beyond a millimeter or two. Salt is a smaller molecule and has other properties that allow it to penetrate deeper, though that process is quite slow too. As the link says, if you really want to see the effect (or non-effect) of a marinade on the interior, try comparing marinated and non-marinated thick pieces of meat, but cut off the outer 1/4" or so before eating, being careful not to get any of the exterior spices or juices on the interior. Assuming both meats were salted, the interiors will generally be virtually identical -- no differences in texture or flavor.

Marinating is basically a surface phenomenon, and it should primarily be done for flavoring purposes, rather than tenderizing.

So why do so many people think that marinades tenderize meats? Well, marinades can make the surface of meat mushier and sometimes juicier. Since the well-done outermost layer in a seared steak is often the firmest part of the cooked steak, anything that makes that layer easier to chew can make it seem like the whole steak is more tender overall. Also, the outside layer usually contains the most interesting flavor components, both from seasoning and from browning reactions -- so anything that makes that part juicier or tender and ready to burst open when you bite into it will be much more noticeable from a flavor perspective than altering the interior.

But the tenderness aspect mostly goes for steaks that are already quite tender. In that case, searing will potentially make the outer layer tougher, but the interior is already tender. If we can use a marinade to keep the outer layer tender, then the exterior will continue to match the overall steak.

If your case, shoulder steaks are most likely somewhat tough to begin with, so that small alteration in the outer layer may not have made a huge difference in the final product.

Regarding the flavoring, if I read your instructions correctly, you used the same spice blends in the marinade and then on both steaks. You also salted both steaks in advance.

You don't mention any salt in the marinade (unless it was included in the "various seasonings"). In any case, heavy salting 45 minutes before cooking will likely cause moisture release. If you hadn't really salted either steak before that, they will both release their moisture in the outer layers, but the brine which forms will start to break down the outer layers of the steak a bit (rapid tenderization), and the brine will be largely absorbed back into the steak along with other flavor components present.

Effectively, your pre-salting step probably influenced the outer layers (again, only a millimeter or so) in 45 minutes almost as much as your marinade did in 12 hours. Thus the tenderization and flavor differences between the two steaks were probably lessened significantly.

In sum, marinades can break down the outer layer of the meat and add flavor to it, so when you bite into it, the outer skin gives you a burst of flavor. They can also cause the outer layers to retain a little more moisture (which is probably why you saw less juice from the marinated steak). However, 45 minutes of a dry rub, particularly with salt, will have similar effects. My guess is that whatever spice blend you used was strong enough to overpower the more subtle flavor notes from the milk, lemon, and oil, which only would have been on the surface anyway. Since you treated the surfaces of the steaks the same way for the final 45 minutes, including salting which could cause more rapid changes than your other marinade ingredients, the differences in the final product were not large.

(EDIT: By the way, if you really want to tenderize meat, enzyme action will be much more effective than a small amount of acidity in a marinade. There are natural meat tenderizers available with these enzymes, often derived from various fruits or vegetables. However, be aware that they too will mostly affect the exterior surface. They'll just do it much better than a marinade, so the effects will be more noticeable and could even make the meat excessively mushy.)