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".

Reason:
As Designed. The STEP format does not store view information.