After creating the 3D model change your view to 3D, pick each stair component and explode it.

Only if you explode the component Revit lets you apply a material to it.

In the current version of Revit it is not possible to automate this feature, so, please, be patient.

When you explode a component, Revit can prompt a question about performance, click ok anyway.

imgOneRayST-Param-02