I got a STP model (*.stp) from a customer. This is an assembly. When I opened it, and tried to save it, it only created a single Solidworks assembly model. How do I save all the components simultaneously with the assembly so that I get all the components in addition to the assembly.

I used to be able to save all components with an assembly. But my SW setting got changes recently. I can't no longer do that. It is controlled by a setting. I tested settings from a coworker, and it works properly for me.