Any input on renaming, while I'm working on #15065 ? Maybe sync step() to fill_between() and add the same where() kwarg for skipping segments?

This should also be consistent with

ax.plot(x, y, drawstyle='step-post')

Maybe we should

ax.fill_between(x, y, drawstyle='step-post')

But then again, is it worth the deprecation?

ax.step is just a thin wrapper around plot, setting the drawstyle. It must have a straight-forward parameter name. I'd leave where.

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Let‘s not go through the hassle of an API change. step() is a bit awkward anyway and we nowadays have stairs(), which is preferable in many cases.