Compared to a burn due to water at 100∘C, a burn due to steam at 100∘C, is
Energy is needed for phase change of water. To convert water at 100∘C to steam at 100∘C we need to supply mL amount of heat energy where m is mass and L is latent heat of vaporization.
Steam at 100∘C, contains extra 540 calorie/gm energy as compare to water at 100∘C. So it's more dangerous to burn with steam then water.