Try something like this:

FUNCTION_BLOCK FB2
VAR
nCaseStep : INT;
// arrOUT_OPdialouge : ARRAY[0..4] OF STRING[20];
str_0 : STRING[20];
str_1 : STRING[20];
str_2 : STRING[20];
END_VAR
BEGIN
str_0 := INT_TO_STRING(nCaseStep);
str_1 := DELETE(IN := str_0, L :=1 , P :=1);

str_2 := CONCAT(IN1 := 'Steg ', IN2 := str_1);

END_FUNCTION_BLOCK

Local Data is now 32 Bytes.

The reason for the very huge local data in your version were the strings, given back as ret_val by the three functions INT_TO_STRING, DELETE and CONCAT.

Don't give the compiler the freedom to declare a STRING with 256 bytes for each function call and you'll get very small local data.

Regards
Thomas