Never been to Lemp Mansion myself but I've been following reports from there for a few years now. Footsteps on stairs are one of the most commonly reported things in old houses full stop, but that place has a particularly grim history so it doesn't surprise me at all.
Was it a clear distinct sound or more of a creaking, like the building settling? I always wonder about that distinction because old timber stairs will move on their own with temperature changes. Not saying that's what you heard, just worth ruling out.
Anyone else there that weekend who can corroborate? Would be good to know if multiple people picked it up independently rather than as a group, that tends to carry a bit more weight in my opinion.