I don't think there are any choices you can make on export or import that affect the color, but I am still on 2010. (There is a checkbox on export for "Export face/edge properties" that may make a difference.) I vaguely seem to recall that there may be a difference in the way STEP AP203 and STEP AP214 handle colors. It seems like maybe 203 ignored colors and 214 transferred them, but I don't really remember.
thank you very much. I have done some internal testing with exporting to the different STEP formats, and I am getting colors with STEP AP214, AP203 gives me a green model.
IGES also retains the colors when exported, so the parameters to keep colors are stored in the file- format and type.