Nah. Easy fix. Break all the tiles apart and clean off the grout. It should scrape off with a little effort. Then clean any loose dry adhesive off the stair. Get as much off as you can. You can purchase new tile adhesive and a small tube of grout at your local hardware store. Apply a layer of the new adhesive to the stair with a putty knife. Then set the clean tiles in place. They should squish into place but not so much that the adhesive fills the gaps between. Let them sit and allow the adhesive to cure overnight. Then squeeze in enough new grout between the tiles until it’s a bit overfilled. Use a grout squeegee and run it across all the tiles at once to remove the excess leaving it flush with the tiles. Then smooth it all to match the existing with a damp sponge. Remove the left behind haze from the grout after waiting a few minutes. If you don’t want to buy a grout squeegee since this is such a small area use whatever you have that is rubbery and rigid yet flexible like a cooking spatula. Once it dries for about a day polish to a nice shine. Boom done.
Oh snap. I see that now. I didn’t catch that before. If it were me I would indeed try to apply a backer substrate of some type. You’ll just have to look around for something the proper thickness but things that come to mind are backer board like you would use in a shower tile application or maybe hardy board? Or even attempt to just build it up with concrete but to do that you’d need to create some holes in the base that it sits in so that it has support and something to hold it better. Not sure about that though.