Kowalczyk, who finished 43rd in the sprint ranking as the Olympic test event got underway in Russia, went to the front early on in the 7.5km classic leg.
However the 30-year-old, who won the Tour de Ski for the fourth successive time last month, pulled out just shy of 20 minutes into the skiathlon.
Six were to break away from the rest of the field with Steira taking her opportunity shortly after the transition.
The Norwegian crossed the finish line in a winning time of 46:17.7 for the third individual World Cup victory of her career.
Steira is determined to repeat the success in the Olympics next year.
"It seems like snowy weather is good for me," said Steira. "I was thinking about it and I won the last pre-Olympic race so let's hope for the same again."
She was joined on the podium by two newcomers who recorded best-ever individual finishes.
Yulia Tchekaleva and Nicole Fessel were involved in a three-way battle with Astrid Uhrenholdt Jacobsen for the final two podium positions but eventually came through to secure second and third respectively.
Just over a second separated them as Tchekaleva came home 19.2s behind Steira with Fessel 0.07s further adrift. Jacobsen was another 0.04s back.