Are there any decorative fire-retardant finishes for a structural steel column?
This is a very unusual request. you must have some unique building codes or you are a first floor owner with more floors above you. Normal supporting walls or columns don't have fire ratings in single family residential settings.
   With that said, you may want to look at a steel post support covered with a split round column, or a fab on site square column. The facade is strictly for appearance and the steel post for support.