Dimension door targets a point in space.
Dimension door has a range of 500 feet, and states:
You teleport yourself from your current location to any other spot within range.
The rules for spell ranges state:
The target of a spell must be within the spell's range.
And the rules for targets state:
A typical spell requires you to pick one or more targets to be affected by the spell's magic.
In addition to targeting the caster, as well as possibly another creature, dimension door also targets a “spot within range”, so it does not interact with the found steed’s feature that allows a spell that targets only you to also target the steed - dimension door does not target “only you”.
Another feature that states "targets one creature" was erratad to mean "incapable of targeting more than one creature".
Consider the sorcerer's Twinned Spell metamagic:
When you cast a spell that targets only one creature
This is quite similar to find steed's requirement:
you can make any spell you cast that targets only you
However, Twinned Spell was later given an errata so that it only works when the spell is incapable of targeting more than one creature:
To be eligible, a spell must be incapable of targeting more than one creature at the spell’s current level.
Extending this ruling to dimension door seems quite natural, as the language is the same. "Targets only" has been officially ruled to mean "incapable of targeting anything other than", ergo "targets only you" means "incapable of targeting anything other than you". And finally, as we see in the description of dimension door, it is capable of targeting another creature other than you:
You can also bring one willing creature of your size or smaller who is carrying gear up to its carrying capacity.
Your mileage may vary on how compelling you find this particular observation, since dimension door was not given a similar errata.