The simplest approach would be to test whether the rows preceding the 'Ensure SXXXXX' content have more than one cell and, if not, skip over them, this:
Code:
Sub Demo()
Dim i As Long, StrTxt As String
With ActiveDocument.Tables(1)
For i = .Rows.Count To 2 Step -1
If .Rows(i - 1).Cells.Count > 1 Then
If InStr(.Cell(i, 2).Range.Text, "Ensure S") = 1 Then
StrTxt = Split(.Cell(i, 2).Range.Text, " ")(1)
.Rows.Add BeforeRow:=.Rows(i)
With .Rows(i)
.Cells.Merge
.Shading.BackgroundPatternColor = -603930625
.Range.Style = wdStyleNormal
.Range.Text = "Step " & StrTxt
End With
End If
Else
i = i - 1
End If
Next
End With
End Sub