Electric steps only retract with ignition turned on

Look under the wire guard under the step for the large red wire.
Did you look in wire guard for a fuse holder?
Run a new wire from there in the same path as the white wire to the door override switch. Install fuse holder on the step end and fuse as indicated 6 amp.
Second way is to run a new wire from panel below switch to an unused fuse location.
Manual says to connect to the coach battery. Make sure which ever you use is hot all the time.
Make sure you insulate the left over end at the switch.