In the Source window, the current view of your program affects how step commands work. In a source view, they operate on the basis of lines of source code (typically, one step per line of source code that contains executable code). In a mixed view, the debugger treats source code lines as comments; in both Mixed and Disassembly views, step commands operate on disassembly instructions (typically, one step per line of disassembled code).
When you step from a function displayed in source view into a call to a function that was compiled without debug information, the Source window for the called function appears in disassembly view, and therefore step commands in that window will operate on a disassembly-instruction basis.