Back to pull request #385

Revert "Initial `AbstractMCMC.step` should not sample" #592

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Run time

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Job	Run time
test (1, ubuntu-latest, x64)	12m 55s
test (1, macOS-latest, x64)	2m 51s
test (1, windows-latest, x64)	17m 19s
	33m 5s