What are pro/cons of steam as lifting gas for airships?
The main disadvantage is the energy required just to get off the ground. Let's do a back-of-the-envelope calculation, comparing this to a hot air balloon.

Let's heat 1m³ of air. To get equivalent lift, we need about 0.5m³ of steam.
The density of air is about twice the density of steam. So, for a given amount of lift, we need to heat approximately the same mass of lifting medium.



To heat 1kg of air to 100°C above ambient, we need about 100kJ (specific heat of air is about 1kg/(kJ K)).

To heat 1kg of water to 100° above ambient, we need about 420kJ just to heat the water. To vaporize the water, we need an additional 2250kJ, for a grand total of 2670kJ.


The most used hot air balloon size is 2800m³. For that we need to heat 1400kg water. Multiplying gives about 4GJ of energy or 75kg of propane just to get off the ground. Since we established steam can lift twice as much per unit of volume, we can maybe get away with 2GJ or 35kg of propane.

Some more negative thinking... Condensation on the outer shell seems like a very efficient mechanism to transport heat energy to the environment, only partially offset by the reduction in surface area compared to a hot air balloon due to the cube-square law. This may require more energy in flight than a hot air balloon. Closed-cycle operation (only heat condensed water, not 'new' water) is preferred due to the high energy requirement, so descending means you have to wait for enough water to condense or be willing to pay the price in fuel. Superheated steam is not safe (despite what your table says); the high heat capacity and enthalpy of condensation can result in serious scalding burns compared to hot air. All of these effects are of course much more pronounced when comparing to a helium-filled blimp.
Still, it's a really neat idea, and sometimes you don't need a practical reason just to build something neat.