I'm able to attach the files in my test environment at step level in test lab and its working as expected. I can see all the different attachments for all my test sets for same test case. Many users get confused on how to attach the files in step level and how to see the attachment run steps.
I am wondering if users might be using incorrect method to add the attachments during execution. That might be causing the duplicate attachment issue. I would be glad if you follow below steps to create new test set and attach the files to the design steps as per your condition.
Below are the steps to attach the file for step level
1) Create a new folder and create 2/3 test sets with different names.
2) Select appropriate test case for all test sets.
3) Click on the run button, It will display the Manual runner page, Click on begin run
4) It displays the step level execution page.
5) Decisively , Click on each step and select the Attachments list, select the Attach to step, It Opens the Attachment page, enabling you to view and add attachments to the test step. Add the attachment and do same process for all required steps.
Please note,
After adding attachments, User must not use any other attachment process in the same screen. If you do the attachment process in description tab, Then that attachment will save in test plan automatically, It will not be deleted from the test lab. you have to go back to test plan and delete the attachment which you attached in the test lab.
If your test case already have the attachments in test plan at step level, It will not impact if you add the files in same step in test lab execution level. That will not be reflected in test plan.
Below are the steps to see the results(attachments) added to step level during the run.
1) After the run, In the Test Lab Execution Grid, Display the Test Instance details window. This can be done by clicking the Test Instance icon.
2) Click on runs tab.
3) Click on run id and then click the Steps tab in Run details.
4) you can see the attachments step level.
Please refer below eye on testing article which talks about the same issue.
http://eyeontesting.com/questions/1373/in-quality-center-can-a-step-can-have-an-attachmen.html
Below ALM online help provides you the complete details about Manual Runner: Step Details Page
https://admhelp.microfocus.com/alm/en/12.53/online_help/Content/UG/ui_manual_runner_step_details.htm
Please let me know if this resolves your issue.