I discovered the answer. As per the author of jQuery Step's issue resolution:
https://github.com/rstaib/jquery-steps/issues/31
I had to delay the auto-initiation of jQuery Mobile until after jQuery Steps has done everything it needs to.
<script src="http://code.jquery.com/jquery-1.10.2.min.js"></script>
<script>window.jQuery || document.write('<script src="scripts/libs/jquery-1.10.2.min.js"><\/script>')</script>
<script src="scripts/libs/jquery.steps-1.0.4.js"></script>
<script src="http://code.jquery.com/ui/1.10.4/jquery-ui.min.js"></script>
<script>jQuery.ui || document.write('<script src="scripts/libs/jquery-ui-1.10.4.min.js"><\/script>')</script>
<script>
// delay jQuery Mobile initialisation to allow jQuery Steps initialise first
$(document).on("mobileinit", function () {
$.mobile.autoInitializePage = false;
});
</script>
<script src="http://code.jquery.com/mobile/1.4.0/jquery.mobile-1.4.0.min.js" type="text/javascript"></script>
<script>$.mobile || document.write('<script src="scripts/libs/jquery.mobile-1.4.0.min.js"><\/script>')</script>
<script src="scripts/initiate.wizard.js"></script>
<script>
// now the DOM should be ready to handle the jQuery Mobile initialisation
$(document).ready(function () {
$.mobile.initializePage();
});
</script>
<script src="scripts/scripts.js"></script>