We study the out-of-equilibrium relaxation of surface steps after thermal quenches using numerical simulations of the terrace-step-kink model for a vicinal surface. We analyze both single and interacting steps in a situation where the temperature is suddenly changed at a given quench time. We focus on a physically relevant range of temperatures and show that the relaxation of the roughness is compatible with a power-law behavior with an effective relaxation exponent close to γ = 1/2 in all cases. This value is consistent with a one-dimensional Edwards-Wilkinson equation. In particular, this means that, although the case of interacting steps is effectively a two-dimensional system, its relaxation is dominated by short length-scale fluctuations, where steps are not interacting.