Should tuna steaks sit out before cooking

With fish, you have two safety concerns: parasites and bacteria.

Freezing gets rid of parasites. It does not kill bacteria. You need heat to kill bacteria, that's why officially, food is only considered safe after being cooked to a specific temperature. Eating thawed uncooked fish is officially unsafe, and if you tried to sell it to people, the FDA would come after you.

This being said, if your personal safety standards are not as high as the FDA's (which are extremely conservative), nobody will stop you from eating it. It shouldn't be more dangerous than sushi, as long as you eat it immediately after thawing. There is the small probability of it being kept around some time before freezing (as opposed to sushi-intended fish which should be frozen on the boat immediately), but as fish deteriorates really quickly after death, you should be able to notice it smelling fishy if this is the case.

As Jolenealaska mentioned in his reply, Ahi is generally yellowfin tuna.

I believe you probably see it on restaurant menus a lot either because it is part of your local fish stock or possibly as part of marketing tactics used by the restaurants.

All of the true tuna fish species will be nice grilled, with some minor difference in flavor. Personally I would choose the tuna based on sustainability and freshness rather than specie.