I just tried this out. I put the CV Stepper into a new empty VM patch and adjusted all the step knobs randomly. I closed and reopened VM and in this case, six out of the eight knobs were set at 1. The other two were at different values.
I've noticed that on initially adding the module all the steps are at 0, however after adjusting the knobs they are mostly set at 1 after restarting VM, but a couple will be at some other value. It seems that it's only the knobs that have been adjusted that will do this, so if you just load the module and close VM without changing any of the knobs then it'll be in the same state on reopening.
I tried again - 'randomized' all the knobs and this time duplicated the module (Alt+drag) so it had identical values, closed and reopened VM and both versions of the module had adjusted to the same values. In this case all but one of the knobs was at 1 and knob three was at 0.75.