Oozing sap occurs when there is still liquid sap in the wood. This is prevalent even in wood that has been heat treated or pressed, and it will not stop until the sap in the wood has been completely crystallized, which is a process that can take several years after the wood has been installed. Knots in the wood represent fairly strong concentrations of sap, and they are the most prone to bleeding.
If you have noticed sap oozing out of your wooden stairs, the easiest way to get rid of it is through cleaning. While this is not permanent, and sap will continue to ooze through the surface of the wood as time goes on, it is the cheapest way to proceed. Use a small amount of turpentine and a coarse nylon scrub to wipe away the sap stains on your deck.
Heat helps crystallize the sap in wood, and you can help this process along. After cleaning the sap with turpentine, heat the affected wood using a hot air gun for several minutes. Clean up any sap that swells up through the wood with turpentine. Repeat this process several times, and then seal the area with a water-repellant sealant.
If you find that you do not have the patience to routinely clean the spot or to heat treat the boards yourself, you may want to remove the affected board completely and replace it with another board. If there is only one board that is bleeding sap, this is a simple and clear-cut solution to your problem. Less drastically, you may also try to sand the part that is bleeding sap away. This only works if the affected spot is fairly shallow.