The history of steps only exists in the Lightroom catalog.
The final edited position can be saved to the metadata of the photo, and can also appear in the exported photo.
So, if I am understanding your question properly, the exported photos can have the final edited position in the metadata but it is impossible for it to have the history of steps.
This brings up the question ... why are you doing this? If you want to continue editing, you simply go back into Lightroom's Library Module, select the desired photo, and continue editing. You wouldn't export with the idea of continuing to edit the exported photo.
You can't. In my opinion, it would serve no purpose because exported copies are for sharing with others via the Internet or to send to a lab for printing. Exported copies don't need to be preserved. The develop history is part of the master file, which is maintained in Lightroom. I only export copies when they are needed for some purpose. They are discarded when that purpose has been fulfilled.
Thanks Jim and DJ - perhaps my process needs to change. I use a folder structure within each photo shoot. Capture (for all raw files) - Master (for working photos that are being edited / developed) - and finally an Output folder for photos being printed or posted to web etc. I export to each. I understand that you can always go back to the original raw capture or any point in the history but sometimes I want to compare different editions of develop settings for an image against each other while preserving both. When using a copy of an image the develop settings only start at time of copy and likewise when using an exported image the history starts from the export going forward
What I want to do is take photos from the various Master folders that have develop changes to them and move or copy them to another folder; as example a "2015 Art Show folder" for an upcoming photo exhibit etc. and then do additional develop changes specific for the Art Show - being able to see the previous develop settings would be useful during this edit phase and you could continue to work in the one folder without needing to hunt around to numerous folders all over Lightroom
I hope that explains what I am trying to do, I appreciate any ideas you may have
Your workflow takes up a lot of unneeded diskspace and time when a workflow using Collections, Virtual Copies, Keywords and Snapshots or a combination of these will do the job.
You want to use Virtual Copies or Snapshots in Lightroom as the mechanism for make additional copies of a photo, and you want to use a Collection (not a folder) named "2015 Art Show". If you use Lightroom tools, your efforts become much simpler. If you insist on using folders, you make your life much more complicated.