Step down axles are axles made in one piece but with multiple different diameters at different points. Pictures of some here, basically the part nearest the hanger has a wide diameter for extra strength and for mounting some bigger mountain board type stuff. The longer end is thinner, usually down to the standard 8mm that longboards use, so you can use standard bearings and parts there.
What Frame is saying is that it’s a pain in the ass to use them because if your parts don’t line up properly you need them to sit on both like a 10 or 15mm axle, and an 8mm. I think he’s also saying that there are proprietary parts designed to sit between the 2, and they’re even more annoying to find replacements for, but I haven’t seen the Chinese stuff he’s talking about so idk