The electronic structure of the (110)-oriented terraces of stepped W(331) and W(551) is compared to the one of flat W(110) using angle-resolved photoemission. We identify a surface-localized state which develops perpendicular to the steps into a repeated band structure with the periodicity of the step superlattices. It is shown that a final-state diffraction process rather than an initial-state superlattice effect is the origin of the observed behavior and why it does not affect the entire band structure.