The answer is because they were built with blocks rather than materials with a edge that would have formed a natural pyramid shape. True step pyramids were used in the 3rd egyptian dynasty and were abandon quickly for what we know today as true pyramids. The steps that are seen at the step pyramid of Djoser (Zoser) and on the great pyramid of Gizah were originally covered by cladding giving a smooth appearence. This cladding has long since fallen off.