First reported here: https://sourceforge.net/forum/forum.php?thread_id=3362178&forum_id=258688
The problem seems to be that Step Into continues execution until the instruction pointer has changed, but the debugger ends up on the same line after the step in the example case:
for ($i=1; $i<5; $i++)
{
print $i."\n"; # cannot single-step over it
}