Here is what my dash looks like. The step fuse is circled. It connects to the terminal that energizes when the ignition is turned on.
On my coach, the coach wiring harness is wrapped around a post above the step to keep it from flapping around. The harness is covered in a black flexible plastic sheath. In that harness, under the wire protection plastic, us a fuse holder similar to the one found inside the cab. Unplug your steps and unwrap that harness so you can get it out for inspection.