With items like handweights I would usually stick them on the floor in the backseat of our car
. If you don't have the luxury of doing that, I'd say just leave them "as is".
With items like my step (and this would apply to the Ramp too). I would always take a good amount of packing tape and secure the risers against the step with the tape (I've got the Reebok black/silver step).
Basically, with steps, Bodybars, Ramps, etc. the movers will just take them as they are without expecting them to be boxed. I suppose you could always try to find a box to accommodate them if you wanted to though.
Good luck with your move!