I was just thinking of bolts. I mean we're talking about the staircase right, not the part of the building that actually holds up the entire structure. But I might be vastly overestimating this.
My previous appartment was in a 3-story building, and my impression was that the entire staircase was bolted together (and it was on the outside of the building).
It's less that stairwells need to support the structure than that stairwells need to survive the destruction of the structure, something concrete does remarkably well.
Not turning into an oven is another feature. Heat conductivity of concrete is far lower than that of steel.