Hi. This is because the stepper is not visible while the page is loading.

Try to initialize the stepper after opening the modal:

HTML:
<div class="modal fade" id="exampleModal" tabindex="-1" aria-labelledby="exampleModalLabel" aria-hidden="true">
  <div class="modal-dialog modal-fullscreen">
    <div class="modal-content">
      <div class="modal-header">
        ...
      </div>
      <div class="modal-body">
        <ul id="stepper" class="stepper" data-stepper-linear="true">
          ...
        </ul>
      </div>
      <div class="modal-footer">
        ...
      </div>
    </div>
  </div>
</div>

JS:
document.getElementById('exampleModal').addEventListener('shown.bs.modal', () => {
  const stepper = new mdb.Stepper(document.getElementById('stepper'));
})