Hi,
Whenever you use step to plot the responses of a MIMO model, it generates an array of plots representing all the I/O channels of the model.The model you have created has one input and four outputs, so it has four channels: from the first input to first output, and from the first input to the second output and so on. Each channel has its own step response.
Please refer to the section "Step Response Plot of MIMO Systems" in the below link
Hope it helps.
