Most likely during STEP Import options, you'll simply need to change the value for the option "Extracted Plane".
|Extracted Plane: Choose which plane will be used to slice and extract the 3D Step design. Default is X-Y Plane.
|X-Y Plane (Default)
|Extracted plane will be parallel to X-Y plane. Z coordinate will vary.
|Extracted plane will be parallel to X-Z plane. Y coordinate will vary.
|Extracted plane will be parallel to Y-Z plane. X coordinate will vary.
(Screen capture of the options available when importing a 3D Step file)
Note: The same applies to users who are importing an STL file, and only get a rectangle.
Here's a related topic which may be helpful,