When you do leg presses on a high step, you are doing them in a slow and controlled fashion with relatively few reps. There are not enough reps to give yourself an overuse injury and you aren't crash-landing when you come down because of the slow speed.
When you are doing stepping (I assume you mean step aerobics) you are going quickly and doing many reps. It is easy to injure yourself through stepping off the step too hard (calf or knee injuries - over 8 inches is a long way down and a lot of jarring on your body) or the continuous contracting of the hip flexors as you step up. Not to mention, as you start to get fatigued, it's easier to trip or otherwise get sloppy on your technique. A lower height step mitigates this quite a bit.
Stebby