Possibly I never noticed a difference from this behavior in previous versions. I just don't recall inserting and STEP files into assemblies; I recall often opening assembly STEP files and having Pro/E create matching assemblies and parts.
It makes sense to import STEP data into a part file as it can become a solid feature in the part.
It is confusing to me to think of importing it into an assembly because an assembly can't have added-material features and I think can't create parts as part of the import.
This is different when an assembly STEP file is opened as opening it can create part models during opening, prior to creating and adding the parts to the assembly. I guess importing could do the same thing, except I don't know where would the original STEP assembly be slotted in.
In the part, you can select the import and replace it with new geometry, but that would not reasonably happen re-importing a STEP assembly.