I have a coarse pepper grinder, and it says not to grind over steaming pots, why is that?
There are two possibilities I can see:


The steam can wet the pepper in the mill and cause it to cake in the grinding mechanism
There's an over-protective lawyer worried someone will scald themselves and blame the grinder company. 


Which of the two is your guess. Personally I use my grinder over steaming pots all the time and I've never had any problems, but YMMV.