This is something I ran into the other day while teaching a class. One of the exercises creates a couple of stairs...one using the Run tool and another using Boundary and Riser tools. I've never really paid attention to the graphics on the resulting stairs, but a student asked why the "custom" (Boundary and Riser created) stair didn't have an Arrow Indicator shown.
From the looks of it, the Arrow Indicator is somewhat tied to the Run Line that is generated with the Run Tool. So if you create a Stair with just using the Boundary and Riser tools, you will not get an Arrow Indicator. And unfortunately, you can not draw a Run line once you create a complete Stair using just Boundary and Riser lines.
But, there is a way to make a custom stair and still get the Arrow Indicator. Start with the Run tool and pick the path that you want for your stairs. Yes, it will place Boundary and Risers lines, but those can be deleted and/or changed and the Run line will stay.
There is a caution to this...I created a stair that I completely re-drew the Boundary and Risers lines and kept the Run line and the Arrow Indicator did not show up. (Example shown below)
So you may not get an Arrow Indicator in EVERY instance...