Step Record icon in Control Bar - what does it do? (SOLVED)

I am in an armed MIDI track. I want to step record something.
I click and hold the record icon in the control bar. It allows me to select Step Record, which I select.
And then... nothing.

What is supposed to happen? Should the step record dialog not open now?

Can anyone help, please ?

EDIT: I just got it - you have to click the record icon again to open the step record dialog. Very intuitive... NOT!
I would really prefer if the step record dialog just popped up when selecting this mode.