I have no experience with your specific coach but there should be a "STEP" switch which allows the steps to remain out when the engine is off and the door is closed. When the engine is running it overrides the switch and retracts the steps whenever the door is closed.
There’s no power to retract them when you turn the power off when the steps are out. The door needs to be closed & steps stored when you push the store button.
This is correct. And it can be frustrating since you have to be in the coach with the door closed to put the switch in “store” mode. It can be a looong step down when you leave. (And a looong step up when you go back to retrieve it later!). One solution is to rewire the circuit so the steps are on the chassis battery. Be sure to do it upstream of the step switch so you still have the feature of leaving the steps down with the door closed. My Winnebago came that way and it was much better.