When you open a test, that was created in Test Studio and has coded steps, for the first time in Visual Studio, the coded steps are not linked to the methods in the code behind file. They appear as blank and you need to select the methods again.
This behavior is specific for Visual Studio and how it loads the files in the solution. The workaround is to double click on any of the coded steps to open the code behind file. That will restore the connections in every coded step in this test.