You can read about wearable complications in in this reference. Basically a complication is something in the OS that is available to every developer.
It is a template that the developer fills out with their data and that is then provided through the OS in something called a service provider.
One of the things that needs to be filled out is Icon, however it says…
Returns the icon field for this complication, or null if no value was provided for the field.
I assume that since Steps does not provide an Icon image that there can be no image swap.
Ron
Samsung Developer Relations