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You can right click on the line that connects steps and select Remove. Then you can drag the step you want to insert into the flow onto the following step and add it to the beginning. It would look similar to this animation (though this one is removing an input step instead of just the line, but similar concept):
This seems like a rather roundabout method to achieve a simple action. Feels like it should just be a left-click for "Insert x" on a connecting line. I'll submit to the ideas forum.