Perhaps the line of code you are on contains a call into code without symbols (e.g., user32 or ntdll)? You should be able to see the module (DLL) you jumped to by using the call stack, for instance.
I usually want to step into disassembly even if I don't have symbols. However, I can implement an option where Remedy will automatically skip over any code without symbols during a step operation to help with this.