The current physics engine, ODE, has anisotropic behavior. The big word of the day: Anisotropy
is the property of being directionally dependent. This behavior is one of several reasons ODE utterly sucks, but, it has been tamed considerably for avatar usage, and when the new PhysX arrives, it will fix all those strange problems.
In the meantime, link in invisible ramps to smooth any traversals up or down stairs. ODE has lots of problems with inside corners. It falls apart when it handles an abrupt transition from flat to nearly vertical. In the following photo you can see I place a flat ramp to hide the inside corners. I did not cover the stairs entirely because I wanted to created a slightly bumpy feeling when an avatar goes up or down them.
Stairs with slope assist (transparency mode view)