How about 4.27.1?
The DatasmithCADImporter plugin gets mounted, according to the log, but no support for STEP anywhere.
LogPluginManager: Mounting plugin DatasmithCADImporter
LogPluginManager: Mounting plugin DatasmithContent
LogPluginManager: Mounting plugin DatasmithImporter
When I click the datasmith icon, the log says:
CADInterfaces: Warning: Failed to load CADInterfaces module. Plug-in may not be functional.
CADInterfaces: Warning: Failed to load CADInterfaces module. Plug-in may not be functional.
LogDatasmithXMLPLMTranslator: Warning: CAD Interface module is unavailable. Most of CAD formats (except to Rhino and Alias formats) cannot be imported.
And there’s very few formats available.
This version of Unreal (4.27.1) is built from source.