Here are some things to check:
1) What does the (technical) workflow log say? Check the new step and the previous steps (or their corresponding work items). Or actually it is worth to check all work items and see if there is anything in red/yellow. It is possible that your agent rule is failing (cannot find any agent). And when it fails, it sends the work item for all possible agents. And since the previous agent is one of the possible agents, he will then receive the work item. And since you have the "Advance with dialog" turned on for the step, it will open immediately for the agent of the previous step. If the agent rule is failing, then you most probably have a problem with the rule bindings (since according to you the rule works when you simulate it in PFAC).
2) You have created the new step by hand? The new step is exactly the same as the other steps with some minor differences? It might be worth to try to copy an existing old step, and then paste to the new branch. Then just change the task ID for the new step. Of course you might have tried this already, but if not, then just check how it works (put it after/before the current non-working step, so you don't need to delete it). This of course you might need to do some minor adjustments to the bindings etc. depending on your solution. This might reveal you something that you have missed when you created the step.
Regards,
Karri