Because of the way HP (Mercury to be more precise) designed the test step customization, you cannot add a field just to the step : you always add a field to both a design step and a (execution) step. Thus, when you modify a custom step field during execution, the design step field needs to be modified as well. Hence the dialog box.
I did not try it, but you may want to try to update the steps after the run is posted. To do that, you'll need to store the id's of the executed steps during the run (in Step_CanPost for instance, using an array that you can size at the beginning of the run - if users do not add any steps).