You should get a warning stating that you should use get_last_lr() instead of get_lr():

UserWarning: To get the last learning rate computed by the scheduler, please use get_last_lr().

This should give you the expected learning rates:
for epoch in range(5):
        optimizer.step()
        print('Epoch', epoch)
        print(lr_sche.get_last_lr())
        lr_sche.step()
        print(lr_sche.get_last_lr())

> Epoch 0
[1]
[0.1]
Epoch 1
[0.1]
[0.010000000000000002]
Epoch 2
[0.010000000000000002]
[0.0010000000000000002]
Epoch 3
[0.0010000000000000002]
[0.00010000000000000003]
Epoch 4
[0.00010000000000000003]
[1.0000000000000004e-05]