1. Open the new file.
2. Create a sphere or any other 3D object.
3. Change the view to NW Isometric. For that go to Views-> 3D Views-> NW Isometric.
4. Save the file in STEP format.
5. Open the saved STEP file, the drawing view will be "By world" not in "NW Isometric".
As Designed. The STEP format does not store view information.