Any meaningful differences...

Can't remember if I had blue or black, preferred stepped,  natural and clean but sometimes 1 click is to low and 2 is too much, they also get dirty and need cleaning sometimes, installed a TKD and though it was a little sterile. No longer have the BAT but it had 99 step,  that was an awesome volume control.

So you think stepped attentuator is more detailed vs a little bit of veiling disguised as warmth for high quality pots?

I like stepped attenuator because I can matching resistors for perfect channel balance and alter logarithmic curve to my liking. 

Hi fi fan seems you are expert DIY. Stock to stock do you notice huge difference  in transparency. For example top Primaluna preamps use Alps bluevelvet & some manufacturers  use stepped  attenuation  like Bat cj etc...