Error on Running Synchronize Grade Step Rates

Summary

Error Message: There is no current step for the worker. A current step is required to propose a step progression or salary update. (CMP-1005458)

Content

I need to update the grade step rates for employees as of the first of the year. I'm not using a Compensation Plan as we are only using Base Salary.  But, we want to use the Grade Step Progression automation for these employees (they are police, so they get an annual step raise).   I'm using a grade ladder in the Compensation module with six steps based on length of service in their job. 

I've manually changed the Grade Step on the assignment, to Step F (There are six steps - A,B,C,D,E,F) so there is a Step on the Worker's Assignment, but when I run the process to update the hourly rate from $44.00 per hour to $45.00 per hour I get this error: