Just want to say that our Katie's room is very similar to this one (although not nearly as nicely decorated!). What the builders did instead of having the 'steps' is they built a cupboard around the sloping bit and just levelled off where the top step would be. This cupboard is used as Katie's wardrobe. You could potentially build your own cupboard with some wooden studs and plasterboard, and a door, but this would cost £ and also would make the room seem even smaller.
The only other thing we have in her room is her 'bed' which is a mattress on the floor.
TBH, if it was me, given that he has never climbed on the steps before, I wouldn't worry about it and, also, if he does and then falls off in the middle of the night, you might all get a fright, but he will probably be OK, maybe a couple of bruises at most. I have known of LO's falling out of bed and staying asleep because their limbs are all relaxed when they are asleep!
Also wanted to send you some sympathy hugs and best wishes vibes.... I still lie down with Katie to help her get off to sleep and have a few NWs a week where I go to her room and fall asleep next to her - I get enough sleep, but am not really making progress to breaking these habits! I am slowly, slowly, though, breaking away from physical contact with her when she goes to sleep - I am hoping that we will have it sorted by the time she goes to school!