On creating a new step-by-step page, with "Step title" left blank, the title appears blank in the step-by-step navigation.

"Step title" is an optional field in the content editing form.
For guides, the equivalent field "Guide section title" is a required field. However, I think it would be better (in both places) to fall back on the page Title if the "Guide section title" is not specified. Currently, content designers have to type the same information twice, unless in the edge case where they want a different title to appear in the navigation to the page title.