Step export is partly broken

Description

When exporting PCBs with custom 3D models as STEP files these custom models are broken. Here an example with two cases where this export breaks:

1. The USB connector: it is a "STEP with colors" exported from FreeCAD; it loses its color on export
2. The PinHeader: is is a WRL file; it is completely lost on export

I'm not sure if I'm doing something wrong with export in FreeCAD, but I spent the better part of an hour with different tests and they all failed. Maybe you can point me to the right solution or find the bug in KiCAD.

Files to reproduce

1. USB STP: USB_type_C_smd_12ps038.step
2. USB WRL: USB_type_C_smd_12ps038.wrl
3. Pin Header WRL: FTSH-105-01-L-DV-K.wrl

KiCad Version:

Application: KiCad x64 on x64

Version: 7.0.7, release build

Libraries:
	wxWidgets 3.2.2
	FreeType 2.12.1
	HarfBuzz 6.0.0
	FontConfig 2.14.1
	libcurl/7.88.1-DEV Schannel zlib/1.2.13

Platform: Windows 11 (build 22621), 64-bit edition, 64 bit, Little endian, wxMSW

Build Info:
	Date: Aug 14 2023 02:42:39
	wxWidgets: 3.2.2 (wchar_t,wx containers)
	Boost: 1.81.0
	OCC: 7.7.1
	Curl: 7.88.1-DEV
	ngspice: 40
	Compiler: Visual C++ 1936 without C++ ABI

Build settings:
	KICAD_SPICE=ON

Also I'm using FreeCAD 0.21.1.