So what's the big difference between a moor, a heath and a steppe?
Not gonna lie - if a moor is just grassy hills with random scrub, it sounds pretty boring to explore... at least, when compared to a swamp.
"What's to the East?"
"Grasses, hills, some shrubbery"
"And to the West?"
"The same, more or less"
"And to the Nor-"
"IT'S ALL GRASSY HILLS, AS FAR AS THE EYE CAN SEE, DAMMIT!"
Prairie steppe is either shortgrass or long grass. Think Alberta, Saskatchewan and Manitoba - you know, the "Prairie Provinces". IIRC, short grass prairie has grass at around the 3 foot mark, which means camouflaged predators - coyotes, wolves and cougars - are virtually undetectable in the grass.
Long grass prairie has grass that is 5-6.5 feet high, so you basically can't see anything unless you are mounted, and even then you can't see much. I don't think there is much long grass prairie left, because of grain farming and ranching. Before human intervention, short grass tended to be on the western plains, and long grass tended to be on the eastern plains, with the middle section being a mix.
In my part of the world, parts of the prairie with more moisture, like around rivers, in bogs, and as you get into the foothills, tend to have a lot of tall dense shrubs that can create a natural maze which which block sight and movement (I have written about this elsewhere on these boards, but I don't remember where -
EDIT: found it!), as well as tall poplars.
Prairie-steppe is in temperate to cold arid areas, with dry, powdery snow, torrential downpours and flash floods in late spring and early summer, and thunderstorms and hail all summer. Also dust storms and tornados. There is not a lot of cloud cover, so prairie can be well lit by the moon at night.
Prairies are so arid that they can include areas of cold, sandy desert, like the Great Sand Hills in Alberta and Saskatchewan. Expect few streams or rivers, with those that exist being biggish rivers with their origins being in some other area. Also expect large herds of ungulates which can be very dangerous if they stampede. Also gophers and ground squirrels, whose holes can be hard on horses' legs.
I think prairie is unlikely to be highland, because when the altitude increases you tend to get aspen parkland instead. So there are rolling hills that are wide without being tall, and in shortgrass prairie you can see for miles unless you are in a valley.
As for moorland and heathland,
first see the link I provided above. Heath (the plant) is the pretty shrubs with purple flowers. Moors are covered with heath and heather, and are usually uplands; I think the swampy bits would be in any depressions and in the valleys between hills. For game purposes moorland and heathland are probably indistinguishable, although I gather moors tend to be highlands in cool, damp climates, and heaths can be in lowlands and may result from human activity. I gather heaths can also grow to 7 feet tall, but the ones I have seen tended to be waist high so I can't comment on how this affects the environment.
In my experience the moors in the UK have hills that are higher and not as wide as on the prairies, which also makes them steeper. Since you can cross from one side of a hill to the other more quickly than in prairie, it is easier to find somewhere to hide. Also, travel speeds would be slower. They are also the opposite of arid; think lots of rain, fog and the like. In the winter you get heavy, wet snow. Given the amount of cloud, they would be quite dark at night. As highland environments (the UK moors anyway) I expect they would have smaller ungulates - wild sheep or goats.
Other than that they are exactly the same.