Why is it when a doctor tells you to use steam as a way to help your asthma become better, it never never helps instead it worsens?

Steam? Steam is not a common treatment for asthma. You might be referring to a nebulizer treatment which is a medication in tiny liquid drops that looks like steam. In most people, this nebulizer treatment helps. But some people can get worse when using it. You should tell your doctor and switch the kind of medication used.
People differ. Every asthma sufferer has his/her own set of triggers/aids for treatment. Steam may help some, by thinning out the thicker secretions many asthma patients have. It could also be a trigger to some by introducing something that irritates their airways. The deal with asthma is you must find & use what works for you.
Asthma. Humidity can worsen asthma. And every patient is different. If it makes your asthma worse, then don't do it. You might need to be tested to determine your current lung function and then be placed on asthma control therapy. See an allergist for appropriate testing.