Similar to tdracer's mention of Air Force One, the four E4B (747) Airborne Command Aircraft of The USAF have similar steps fitted.
Of course these are military "money no object" aircraft, when it comes to commercial passenger aircraft the cost via fuel burn of carrying the weight of air stairs around everyday can't be justified. In addition there is the cost of maintenance, repair, inspection, spare parts etc. A cheap set of aluminium push in stairs at each destination will win every time.