You're right that most of the bacteria will be on the outside of a solid piece of meat and you'll probably be OK, but, still, it's not something I'd bet on, especially if I was immunosuppressed. For instance, tenderizing methods can translocate microorganisms inside. I assume marinades might be able to carry things along, too, though the acidity might be inhibiting. The trouble with E coli O157 and its relatives is that the dose needed to infect a person is thought to be very low. Nasty little buggers, too. Something like Salmonella needs a much, much higher dose.
That said, I'm with you on the hamburgers. There's surface area everywhere in ground beef and it makes a very nice incubator. That's the one piece of meat I will absolutely send back if it's pink inside. With a steak, I'd probably just eat around the pink bits.
Jude, my steaks could fairly be described as hockey pucks, too. In self defense,* my husband does the grilling.
*In his own self-defense, I mean. He prefers a bit of pink, but will cook mine to near-hockey puck consistency to suit me.