Based on what you've told me, my guess at this point would be Patellofemoral Syndrome; that is, your patella is not tracking properly. There are a few different types of tracking problems. Try doing a single leg squat while standing on a step, and see what your knee does. If it turns in, you may have lateral tracking problems. And look at your legs when you do your Quad (leg?) presses, and see if the leg turns in or out. Try it with one leg at a lighter weight too. Do your knees hurt or feel stiff after long periods of sitting (like in a movie)?
Assuming this is the case, generally the greater the angle of the knee when squatting or stepping up, the greater the stress on the knee cap. If you have tracking problems, this will especially be the case. Jogging will tend to aggravate it, but the reason has to do with more than just the angle of the knee, since that is not great, depending instead on what muscle imbalances you have and the impact of jogging. The stairsteppers may be causing pain due to the knee flexion angle and the fact that they lock your foot in place, which is actually an alteration of normal foot placement in walking for some people depending on the machine used. Remember also that most people are spending a great deal of time sitting during the week. When you are hiking, if it's on the weekend, you are more active throughout the day, you USUALLY do not work out as intensely, at least at the start, which gives you a chance to warm up, the angle of the knee is usually not as great as on a stairstepper or stairs, unless you are doing fairly steep uphill, the impact is not as great as jogging, except possibly on steep downhills, and maybe most importantly the usage of the leg muscles in balancing and stabilizing, as well as movement, is more natural and more coordinated with the rest of the body.
Depending on how you answer this, I'll have a few more questions.
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