It's a technical thing.
I think of steps as a framework or skeleton to hang everything else on, including the status. If we got rid of steps, then you'd have to have something else to hang the transitions on, and you'd lose the ability to rename or change status on existing steps, and the xml and execution of the code inside a workflow would become more complex - no big deal for the end users (admins and users), it can be done, but it would be a bit of fiddle.
The important things are
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