Assuming that's the Majestic Q400, since by default in GSX it doesn't come with an embedded staircase option (which has been added only very recently in GSX), it's safely to assume you are using a configuration you made yourself or downloaded and, clearly, whoever made that configuration, hasn't setup the Embedded stair correctly.
Please read the manual at Page 48, which explains how to create an Embedded stair. Note that, in order to work, it ALSO require a door to be configured properly ( the stair is an addition of a door, not a replacement for it), and give a bit of lateral space between the actual door and the starting point of the embedded staircase.
And of course, don't confuse the start and end positions: the start is the higher one, and end is the lowest.
