They exported the STEP file as a PART from an assembly. That means there are no closed boundaries to solidify.

In Creo, I have a data-doctor which is a crude editor for surfaces of the imported part.

In Data-Doctor, I can see the different components. I can make each part a component and re-assemble them. That means they don't know how to export things with integrity.

I don't know what you need this for. It can be fixed but it will take some effort. I'd ask the maker to try importing the file again and see what they get. If nothing else, ask them for a 'pack-n-go' Solidworks file ;]

https://file.io/kEwAkawxZFZM <= have a look at the red knob in step format