Well, on the one hand, I don't control other devices with the Keystep, not do I control the Keystep with another device so, I can't say whether there's a bug or not. However, for my needs, it works perfectly fine. Though I don't use the arpegiator (don't see the need since the sequencer should do the same thing,) the sequencer does what I need it to and more, 8 times 64 steps with multiple keys/chords at a time... Pretty darn great though a way to clear an entire series of steps with a single button or combination, instead of having to go to Midi Control Center all the time would be great and, since all I need is a small transportable keyboard to bring to the cottage instead of the Keylab Essential 49, it does the job and, with Aftertouch to boot, I can't ask for more but again, I don't use the Keystep to control or be controlled, I can't say if the bug exists or not (though I'm sure that for you, it does)
All you can do is constantly ask for direct support and bombard them with your problem.
They told me that they have to prioritize based on demand so, if only a handful of people complain, it get's placed at the bottom of the stack.