STAIR BY COMPONENT
Stair by Component arrows and UP / DN text are annotation objects separate from the stair they refer to.
They need to be added to each view that a stair appears in.
Visibility is controlled via Annotation Visibility / Graphics Overrides rather than Model overrides.
For more information refer:
http://revitcat.blogspot.com.au/2013/01/revit-2013-stair-path-arrows.html
STAIR BY SKETCH
Stair by Sketch arrows and UP / DN text are part of the stair and are controlled by ticking parameters in the stair type properties.