I cant say if there's a difference for a kolsch..haven't done it. I will say I'm picking up differences in my pils doing a step. There is something related to mouthfeel that I perceive a fuller body without the residual sweetness one might expect with fuller body. I'm even perceiving something different in the nose-related to the attributes of the malt..more bready and gram cracker aroma. I had my wife take my single infusion pils and my two step pils and pour into two solo cups. I tasted both beers, and just wrote down my perceptions. They are identical recipes and hop schedules-only difference is the mash schedule. As noted, the step beer was perceived different to me. I like both beers very much, but they were different to me.
Doesn't make a case either way, just noting my perceptions. I'm planning to continue to step and gather the data from my perspective. No extra work IMO to step...just a few minutes here or there. I am interested to see my o'fest and how that turns out vs my single infusion, and then some additional beers down the road.