Hi there, at this time translation for some elements (such as that the country element) is not yet available. For the Step navigation you’re pointing to, this does not show up in the live form actually (only in test and draft) and it just follows whatever naming you set in the form designer.
Translation support for other elements are on the roadmap! For now you may utilize the form translation feature to provide translations on all form elements supported: Translate Forms | Feathery Docs