A Multi-Step Vault will require you to complete your withdrawal on the protocol's native app. Some vaults have unique withdrawal requirements which cannot be fulfilled by Superform, such as liquidity limitations or withdrawal queues.
When withdrawing from these vaults, you will receive vault shares which can be redeemed on the protocol's native app for the vault underlying token. For example, when withdrawing from Staked USDZ you will receive sUSDZ, which must be redeemed for USDZ on Anzen's native app.
The link to complete the withdrawal process can be found on SuperScan for the transaction after you have made the withdrawal transaction on Superform.