You got 4 lag bolts? I think there were only 2 originally.
Anyway, the bolts hold the step on. Using adhesive would make the step nearly impossible to remove. (I never thought I would have to take mine off again either). Even sealant underneath makes the step very difficult to remove.
I assume you made a plywood step and covered it in epoxy. If water gets into the plywood it will expand and crack the epoxy, letting more water in. So, you might as well try to make it waterproof all around---epoxy everywhere. I think water will eventually get in anyway
Need to paint the top for UV protection of the epoxy
You'll want to properly prepare the holes going through the deck so water doesn't get in the core.