Why doesn't it feel suffocating when taking a shower?
Most likely a matter of relative perception.

For example, if you start with empty hands and pick up a 20 pound weight, you will perceive it as heavier than if you start with a 10 pound weight and then pick up a 20 pound weight.

Likewise, whoever's in the shower had plenty of time to get accustomed to gradually increasing steam, while you walked in and got the full blast immediately.