The energy required for change in state of water from a liquid to a gas is called as Latent heat of vaporisation i.e this is the amount of heat energy required to convert 1 Kg of liquid into gas. So, during the process of burning of skin water changes from gas to liquid . This is called as phase change. Phase changes allow this extra amount of heat i.e Latent heat to releases and show more burning effect on skin than normal boiling water at the same temperature. So, as the steam hits our skin at 375 temperature according to your question, a lot of energy inculding latent heat will be released during the process of condensation. This extar release of energy cause skin to burn more due to steam.