What's the risk of water/rain falling on a recently placed tilework that's not grouted yet
Once the initial set/superficial hardening has taken place, water should not be a problem. Excess water is a big problem when it can still alter the mix of the cement or wash it away - after that, it won't have much effect.

On the other hand, it will be difficult to "dry the steps well" with water trapped under the tiles, so covering would probably make sense - 3 steps can't be that large of an area to cover.