my question is, if the build in Sequencer/Arpeggiator of the KeyStep37 has the same feature set like the Pigment
The answer is no. The K37 sequencer has up to 64 steps. Which means you can enter directly (or step by step) a 16 bars song. And even a 32 bars song (played as a 2/2 bar setting insted of 4/4) if you divide the bpm by half, playing a 120 bpm at 60 bpm. The Pigment sequencer has 16 steps (4 times less).
You control Pigment though a midi controller and all Pigment features are "in your face". With K37, you don't get the same degree of control. You have to go throuh Midi Control Center to edit (fine tune) the input.
The K37 keyboard is small and it takes some practice to enter for example jazz chords properly. Obviously, if you have a good midi controller you don't have this problem with Pigment. But you can't enter Pigment sequences through the keyboard, if I'm not mistaken.
The K37 arpeggiator has 8 modes (plus strum) vs 6 in Pigment. You can't randomize, velocity, octave, gate with K37 like you do in Pigment.
If I'm not mistaken, you can't sequence chords in Pigment like you do in K37 with many chord type (min7, sus, etc.).
Obviously you can control midi parameters from the 4x4 banks in K37 while Pigment is not a controller.
Addendum: You can sequence chords using multiple instances of Pigment and route the output of Pigment to any vst or external synth through you DAW.
Hoping people will give more feedback.