I wouldn't stress about it- just eat what you like and don't feel like you "have" to do it a certain way. I mostly steam my veggies because I prefer it- and I also think the nutrients are often more intact when you lightly steam. That being said, there are some preparations that I like better other ways- kale baked with avocado oil, for example, or collards in lard.
Just go with what feels good to you!
On a side note, though, don't forget that you don't want to be cooking with olive oil- not stable enough. For cooking, use animal fats (duck fat, lard, etc.) or coconut oil. I have coconut sensitivities, so when I need a different oil to cook with (other than animal) I often use avocado oil.