Is high stepping part of the breed type?
As far as I can tell, the desired attributes of a gypsy cob (any size) are:
Sturdy, well boned body ("she is as wide as she is tall"), good conformation, short back, apple bum, strong legs.
Ample mane, tail and feather ("mane to his knee", "wedding dress tail", "walking on feather").
Attractive "pony type" head with big eyes and small ears.
Good markings or interesting colour.
Excellent, placid temperament and -
Smart, showy movement, ideally with plenty of knee and hock action. They are described as "stepping cobs" on DD, as in "he steps for fun". You can see from some of the comments on DD that people prefer the horse or pony to have this action naturally, rather than to have to be shod with heavy shoes or long toes to encourage it. Here at least we do better than the USA!
You can imagine that when these were working cobs, pulling greengrocers' carts etc, a showy stepping action would add a lot to the eye-catching quality of a turnout.