Stepper should provide an click event for step changes

Bug, feature request, or proposal:
Feature request

What is the expected behavior?
Add an click event that gets triggered when the step is clicked in the stepper component

What is the current behavior?
There's no such event.

What are the steps to reproduce?
NA

What is the use-case or motivation for changing an existing behavior?
We have some business logic that we need to save at each step. We have to show the message on click of step "Are you confirm?", we implemented with button click but unable to do in step click, and it's moving forward to next step on clicking of step.

Which versions of Angular, Material, OS, TypeScript, browsers are affected?
Angular 9+
Angular material 11.2

Is there anything else we should know?
Tried to use selectionChange event, no use.its working after the click event. i want to show or prevent before the change event.

needs to add click event on step like above. As of there is no option like that

Locate the Angular Material stepper implementation behind mat-horizontal-stepper and mat-step, then trace the selectionChange and step-click navigation paths. Review the relevant stepper tests if available; the work is complete when the requested step interaction is covered and supports the confirmation or prevention behavior described in the issue.

Written by the indexing model from the issue text.