Hey @wildeauthor
Welcome to the Klaviyo Community! Congrats on your first post on multi step forms!
I'm sorry to say that currently the only way a customer can see the the Success Message is by completing each stage of the form. We do store information from each step of your form so if a customer only fills out one page, any information they submit from that page will be added to their Klaviyo profile as long as they've also entered an email.
A slight workaround here is to add your Success Message to the top of your second SMS Opt-in step. This would inform your customer to check their email even if they click No Thanks on the SMS step.
Hope this helps!