Sorry about that, it’s a known limitation of ST-Link. This happens because one ST-Link tries to execute a single instruction when stepping over the code, an interrupt arrives and your board starts handling it.
As a workaround, please consider setting the $primask register to 1 via the Watch window during stepping.
This will temporarily disable interrupts. Please do not forget to set it back to 0 once you are done stepping, as otherwise the interrupts won’t be re-enabled.