English follows Subject-Verb-Object for most simple declarative sentences, and [Modal]Verb-Subject-Object (or the rest of the predicate) for many questions. Inverting a declarative sentence's subject and modal verb will convey a question:
John is walking to the store.
Is John walking to the store?
If you did as you are thinking, and asked "The next step is to [do something]?", that could be valid, but it asserts some confidence that [something] is the correct answer because it isn't really a question: it's a restatement of something with a question mark (meaning the speaker wishes to confirm it, or the speaker is incredulous or in disbelief about it: "John is walking to the store? In this terrible storm? It's four miles to the store!"). If you are speaking this sentence and don't have the right inflection to your voice, it could be misinterpreted as a statement of fact, unless it is absolutely clear from context that you're asking a question, and even then, it's not technically correct.
On the other hand, "Is the next step to [do something]?" is clearly a question, because of the subject and verb order inversion.