I'd be wary of doing it on-bike, your paint might not like it.
TBH, I think all this TLC people heap on chains is a waste of time. A paintbrush and solvent to clean followed by some oil is the best method. It does the job and won't wash the manufacturers grease from the pins. I went through all those fancy cleaning methods on motorcycle chains and came to the conclusion that although they shone like a new pin they ended up knackered much more quickly.
I wouldn't of thought a steam cleaner would be much help. The lube shouldn't absorb the water or react to the heat.
If you want a snazzy cleaner for your chain you can buy a sonic cleaner for jewellery (used to be very cheap at Aldi). Personnely I would stick to using a rag, or a dedicated chain cleaner if it's very mucky.