Steve has never really been a pigeon at heart. He's never felt comfortable in his own skin and always felt most comfortable when he was wearing a top hat and bow tie like a fancy human. He's always enjoyed people food more the pigeon food (whatever pigeon food is), and always walked everywhere because flying didn't feel right. He always knew he was destined for greatness, and decided to travel to The City one day to case his dream of being a famous tap dancer.
Steve met Kerensa and the gang on his travels, and all of them can be seen cheering him on in the audience at all of his shows.