I was thinking the same thing....why isn't there a cloud of steam? Was the temp difference so extreme that even the steam was consumed? Is that even a thing?
But technically steam isn’t visible. Water vapor is visible when suspended water droplets adhere to bits of dust (like clouds or your breath) Maybe it’s so hot and the air is so dry that the steam just isn’t visible.
Dave, you are close. It's a process called sublimation. The temperature differential between the ice and the lava is so extreme, that the liquid phase (water/steam) is bypassed and goes from a solid straight to gas. There's a Tom Brady joke in here somewhere. :D