Indeed, the step line series of the chart is presented with a native Path element which renders its data as a vector, since the WPF framework uses vector based rendering. However, the described behavior is not supported by the series and implementing such behavior would be quite complex task. Instead of step line series you can consider using a custom annotation to draw the lines over the bars.
I attached a sample project that demonstrates this approach. In addition I included logic that updates the annotation's size on resizing of the chart control.
Check out the Telerik Platform - the only platform that combines a rich set of UI tools with powerful cloud services to develop web, hybrid and native mobile apps.