The watch always counts steps when rhythmic motion of the wrist is detected. This is totally independed from the current activity.
By the way, it is abosutely possible to make real steps when swimming activity is running on the watch. Consider going to the toilet with swimming activity paused (or still running, for that matter).
Yes, I agree with you. But I think it is reasonable to filter step counting if the watch is accounting for swimming arm motion; I mean: swim activity running (not pause) and arm movement according to my actual swimming style.