Steam engines are relatively complex combinations of gears, levels, and pistons. There are axles, transmissions, welds, joins, seams, pipes, and all sorts of things that can stick, creak, shift, etcetera. Plus, Steam applies a large amount of pressure, usually imperfectly spread out over the interior surface area of the engine.
Think of a steam engine as a controlled pipe bomb. Stick up one release valve, and you're looking at a catastrophe, not a simple mechanical failure. :-P