According to SWx Healing Report, there are still 5 problematic surfaces needed to be investigated and to be fixed.
It was just a trial I did yesterday before my bedtime. As you can see in the video @~00:18, I just ignored next steps to fix those surfaces and got a solid body as they were; hoping you will get the idea.
I have had some problems importing step files too. A lot of times NX was unable to sew surfaces so I couldn't have a solid body. I tried with Inventor and most of the times it get the solid bodies as SW did with your step file. May I understand that if I export that bodies to NX i will have futures downstream? Why NX is unable to import and use those step files as other softwares do?