How to pause Arduino for 1 millisecond through MATLAB?
The increased in observed delay is due to the time it takes to send the command from MATLAB to the Arduino have its code execute the requested command. In your case the a.digitalWrite. So actual time between pulses using MATLAB's delay is 0.001 pause plus the time of baud rate times the packet size and decoding then execution.

I would recommend not pursuing this solution of the MATLAB controlling the timing of Step Motors, remotely. As this latent coupling will be a frustrating limitation. Noting that for step motors the timing can not afford such latent execution. Hence all the 3D printers and many CNC with Step Motors use Arduino's which get G-Code (motor move commands with destinations) and the Real-time firmware handles the stepping, within tolerances.

I would suggest using something like grbl firmware with step motor shield and then have the MATLAB send the needed G-code. Where there are others with much more features but tailored to 3d Printing. grbl is simpler and straight to the point of moving motors.