As Baptiste said, you need to specify the data argument at the geom level. Either
#df1 is the default dataset for all geoms
(plot1 <- ggplot(df1, aes(v, p)) +
geom_point() +
geom_step(data = df2)
)
or
#No default; data explicitly specified for each geom
(plot2 <- ggplot(NULL, aes(v, p)) +
geom_point(data = df1) +
geom_step(data = df2)
)