1. Make sure you have your floor polygons tagged as floors.
2. In your object list in the picture, for all levels to be in the same room, make sure they are grouped as one room, e.g. _01.
3. You will need shermanlevels for multi-level rooms. In the case of three levels, you will need shermanlevel01_1.0, shermanlevel01_2.0, and shermanlevel01_3.0. Make sure each shermanlevel is tagged for the room and level.
4. For pathfinding, it is best if you have the stairs in separate shermanlevels, e.g. shermanlevel01_1.5stairs, shermanlevel01_2.5stairs, with shermantransitions at the beginning and ending of the stairs. Make sure the stair shermanlevels are tagged for both levels they connect - e.g. for shermanlevel01_1.5stairs, make sure it is tagged for room 01 and levels 1.0 and 2.0.
5. It's best if you detach the floor polygons (the upper surfaces that can be walked on - including stair steps) from the edge and underside surfaces, and make sure the edge and underside surfaces are NOT tagged as floors.
6. You may want to tag the stair risers as non-colliding 2D, otherwise sometimes Igor interprets them as collision walls that AI won't cross.
7. Floor surfaces don't have to be tagged for levels-that's what the shermanlevels do, and as far as I can tell, the level-tag on floor surfaces is not read by the engine.
It looks like the key here is the shermanlevels.