Do you have any nonlinearities in your analysis ? You should have Nlgeom enabled in the sequence of static steps but it’s also important to account for plasticity when modeling preload. The intricacies of multistep analyses are explained here (especially point 4 is important in this case): Understanding multistep analyses
Typically, preload and so-called “dead loads” (gravity) are applied in the first steps and then there are operational loads introduced in the subsequent steps. Frequency step is not always necessary, only if you want to check the influence of the preload on natural frequencies of the structure. If the perturbation option is enabled, it takes the state of the model from the previous static step.