Thank you for your post!
I was able to reproduce this issue with FileMaker Pro 15 on both Mac OS X and the Windows Operating System. Setting an "Else If" as the Next Step will skip to the "End If" when Stepping Into, or Playing the Script. This will also skip script steps between a "True" statement to the end if.
I have sent a report to Testing and Development. I will post back here when further information is available!
This issue has been addressed in FileMaker Pro 15.0.2.