The normal way to do this would be to separate each mat-step out into its own formgroup.
<mat-step [stepControl]="myForm1">
<form [formGroup]="myForm1">
<mat-form-field ....
</form>
</mat-step>
<mat-step [stepControl]="myForm2">
<form [formGroup]="myForm2">
<mat-form-field ....
</form>
</mat-step>
<mat-step [stepControl]="myForm3">
<form [formGroup]="myForm3">
<mat-form-field ....
</form>
</mat-step>