STEP may be a widely used system in the manufacturing world, but you should not be "astonished" that it is not currently supported by Wolfram. Getting a STEP import capability will be costly. After you purchase the rather pricey ISO10303 standard you will find other ISO documents are also required. Eventually you will discover that the Express modeling language is a can of worms that needs a very complete Object Oriented Programming language to parse. The last time I looked at this, none of the existing OOP systems for Mathematica had all the required bells and whistles. So to summarize, I believe that to get STEP import into Mathematica, (1) you need a very complete and high performance OOP system coded in the Wolfram Language, (2) then you need to build an Express parser using that OOP system, (3) then you need to translate the ISO10303 standard for STEP into a form that your Express parser can handle. As a wild guess, a $1M budget would be a ROM cost for this. Someone please prove me wrong, since I have needed this capability for years.