At the moment the 3D model and STEP export of connectors is lacking the plugs. Providing the plug directly inside the STEP would significantly speed up the workflow. At the moment you need to search manually for the matching plug and add it to the assembly.
Ideally, the connector should be two parts within the step file: receptacle and plug
Hi
If you place system library it should contain 3D model, if still lack of step, please tell us the part number;
if your PCB was imported from Std, you need to re-binding the 3D model at 3D Model Manager
the plug and connector, we only draw the real product 3D model now, doesn't contain other parts