In Creo 7 when saving as a STEP, I was able to select the coordinate system in the window shown in the attachment but in Creo 10 the button stays greyed.
Perhaps you could share some additional details or an example model. Does this happen for all of your models in Creo 10 or just a specific one?
I attempted to create a STEP export using all of the protocols, part, assembly, even a part and assembly without any coordinate system and I had access to this selector in every attempt.