"To steal away" is quite literal. I can't imagine using it in my everyday speech. "Slipped away/out" are more colloquial.
You could say "He sneaked away from the house" or "He sneaked out of the house" but they don't mean the same thing.
The first suggests he was already outside and was sneaking through the garden or perhaps down the street. The latter suggests he exited the house in a sneaky way, perhaps through a window or tiptoeing through the door without anyone noticing.
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