If I remove the swimming pool light, is it necessary to still ground the slide and the steps?

Well, first off, you do not "ground" them, you BOND them. Sounds trivial, but it is not.

Second, what does removing the light have to do with the steps and slide?

Bottom line is YES, those items must remain bonded.

Thanks, I was shocked last year while using the pool and have been trying to figure out what it might be. I got several different answers from several different pool vendos and electricians. If I have a metal fence (wrought iron) around my pool, should this too be bonded? Thanks for your assistance

The fence only needs to be bonded if it is within 5' of the pool.