Flyhalf Russell helped to set up four tries, including both Steyn scores, in a 35-7 win at Murrayfield on Saturday (Sunday NZ time) to leave Warren Gatland winless in his second coming as Wales coach.
It was the first time Gatland had lost to Wales in a Six Nations coaching career stretching back to 2007.
It was a record loss to Scotland for Wales, who have now lost 11 of their last 14 matches.
Scotland last won two games in a row in 1996 when the tournament was still the Five Nations before Italy joined the enclave.