StepUp doesn’t export tracks (copper layers) into FreeCAD… StepUp is aimed to mechanical integration, so tracks are just dropped for better performance.
The file size and loading time of the board would increase a lot adding those items, that are not useful for mechanical designing…
But there is a way to import tracks as solid in FreeCAD
The linked tool was developed for PCB CAD/CAM but can be used for FEM, thermal analysis and Meshing tracks
I tested the tool and it worked fine… in some case (i.e. complex pads or fill zones) you may find a stop, but this could be an occasion to fine tune it 