You shouldnt go from bspline or nurb geometry (surfaces) to faceted unless you have a really good reason (like you IGES file would have been 2 GIGs and the STL is much smaller. step file, you should 'Import', not 'open'.
In SOLIDWORKS 2017 a *.stl file could be converted into solid body, however, it will still be tessellated. New in SOLIDWORKS 2018 is the Surface From Mesh tool, it lets you manipulate a mesh object that you imported from an *.stl, *.obj, *.off, *.ply, *.ply2 or *.3MF file to create surfaces and solids. Round faces will have more segments than flat faces. All faces are broken into some triangular faces. When a *.stl or *.obj file is imported into SOLIDWORKS, the 3D model opens in a tessellated or meshed form.