Final answer:
Advise Steve to see a doctor immediately as his symptoms could be indicative of an underlying health issue.
Step-by-step explanation:
Based on the symptoms described, including weight loss, night sweats, and fever, it is important to advise Steve to see a doctor immediately. These symptoms could be indicative of an underlying health issue that requires medical attention. Proceeding with the training session as planned or modifying the workout would not be appropriate in this situation.