Hi,
Indeed, importing a STL mesh in a geo file (using the Merge command) translates each mesh entities into geometric entities (so each triangle of your mesh becomes a surface).
If your original geometry files (STEP) contains face markers, you might be able to import them in your geo file. I haven’t tried it but in case that could help, I have recently read that GMSH has now support for automatic import of labels and colors from STEP files (https://twitter.com/OnelabModels/status/1102994217247404039)