The tiles are laid in the wrong way. If it is an external tile, it is necessary to apply glue on the substrate and on the tiles in the same direction, so that there are no empty "islands" under the tile. This is exactly what is seen when lifting the tile. Over time, saltpeter will form and potentially accumulate moisture.
I like your work but I have a question : Did you have a slope (1/4 per foot) on the stair ? In other words how do you make sure that water are not staying on the stair (to avoid slippery situation). Thanks