And yet it does, to people reading it in its entirety and with an open mind. Yes, it hints at it, and once more, you have zero support for a 0-time teleportation with disappearance and reappearance intrinsically linked since the spell explicitly inserts a boom in the sequence.
It doesn't seem like the insertion of a boom in the middle of the Teleport portion of the Thunderstep spell is described in a clear and detailed manner, leaving no room for confusion or doubt, which would mean there is nothing "explicit" about it.
There have been many points of support listed in this thread for "0-time teleportation;" maybe the 0-support theory has the gap.
"Teleportation is instantaneous in D&D, moving you from one spot to another. You don't move through the intervening space." -- JC
As they are lumping the mechanics of teleportation spells together, no teleportation spell assumes a gap. Spells are written without needless attention to detail so the mention of teleport without attentive detail in the Thunderstep description doesn't rule out that it works the way teleport works in other spells.
"Some teleportation effects do specify that you teleport with your gear; such specification is an example of a rule being needlessly fastidious, since no teleportation effect in the game assumes that you teleport without your clothes, just as the general movement rules don’t assume that you drop everything when you walk." -- Sage Advice Compendium 2021
Only, once more, you are modifying the way the rules are written. They don't say "each creature in range" (and honestly, the fact that you modify the very simple words is a proof that even you are not comfortable with the original wording), they say: "Immediately after you disappear, a thunderous boom sounds, and each creature within 10 feet of the space you left". So clearly, it also hints at a disappearance with a space that you left, and possibly have not come back to YET.
It seems you use "clearly" to mean there can be no question, but many questions and support against it have been mentioned.
A caster cannot teleport using Thunderstep to the space they are located in when the spell is cast -- it has to be "an unoccupied space." Therefore they have to disappear from the space the spell was cast from -- there is not teleport "YET" back to that space as part of the spell. If you didn't understand that "in range" might have meant "within 10 feet of the space you left," perhaps you could go back and read it with that interpretation.
And that is your personal interpretation, you are absolute allowed to explain this in your campaign and modify the RAW so that teleport happens always in zero time, and even that fireball backwashes like in 1e, but it does not make your claims according to the RAW as you are adding constraints of your own.
It sounds like you are saying that the caster would be immune to a fireball they cast within 5 feet of themselves.