Dead wrong to ever/even/under any case think about "testing" with saturated steam into a new or repaired pressure vessel. (Illegal as well, as I understand the insurance req's - since the pressure test has to be complete before steam is re-admitted.
It's fundamentally "wrong" to use "air" as your pressure test medium if water can be used, regardless of operating pressure and operating fluid and temperature because of the risk of failure with air.
Water is a non-flamable, non-explosive, incompressible medium when used for hydrostatic testing. That is, if (when!) the vessel or a component fails during the hydrostatic test, the pressure is released due to the leakage through the fitting or failure point. When even a quart or liter (or even a single cup of water) is squirted out, the pressure goes down. So your hydrostatic test is sensitive enough to show you leaks. Your pressure test is safer, since, when a leak happens, the internal pressure goes down quickly.
With air, you may not even notice (be able to display on the gage) the loss of pressure over time since the gas pressure goes down at a negligible value with the same loss of mass. (Water is 1000x as dense as gas.)
So -even if there were no heat energy (your original question was about testing with steam - remember!) - a failing pressure vessel under an air test has a MASSIVE amount of residual energy held inside that will continue the failure. Continue the destruction and danger.
Would I sit on top of pressure vessels I built when I test them? Well, I have sat inside pressure vessels that I have built (technically, submarines that other people have built for me) under their design pressure and temperatures ....
But, it is better to be prudent: If you can test without threatening your safety (Other people's safety) why threaten them and threaten your company? And the Thresher DID fail its pressure test after being built and repaired. As have hundreds of other submarines, all failing under various excessive pressures and shocks.