Unfortunately if you want to see it as a skin with thickness in section, you will have to create a roof.
Otherwise you could try duplicating the stair, lowering it slightly, change the structure to plaster and then use Solid Element Operation to subtract the main stair from the duplicate - should work but I have actually tried it.
You will probably want to remove stringers, treads, etc. from the duplicate - leaving just the structure.
Barry.
One of the forum moderators.
Versions 6.5 to 27
i7-10700 @ 2.9Ghz, 32GB ram, GeForce RTX 2060 (6GB), Windows 10
Lenovo Thinkpad - i7-1270P 2.20 GHz, 32GB RAM, Nvidia T550, Windows 11