Hi sneather, I'm not especially familiar with how Solidworks does its export so I'm not sure if I'll be able to help, but one thing you might ask about is what option they are using for the STEP export type.

There are basically 2 sub-varieties of STEP files, called AP203 and AP214 - the original AP203 format I think can only contain geoemtry and the AP214 variant added support for more stuff like colors and layers I think. So if it's possible that at their export time if they can set the option for using AP214 that may possibly help.

- Michael