Hi,
Live Steamers use similar methods to find leaks as that used on full sized locos.
Compressed air is the accepted way to test run an engine (locomotive or stationary) the first time it is run. Compressed air has much less power than steam. When looking for packing problems in joints or injectors or..., Using a spry bottle of water of the joint will locate any leaks. Just by looking for little bubbles in the water covering the joint.
Steam, with its higher temperature and energy levels, is more likely to injure workman checking out the engine, boiler, and plumbing than compressed air is.
If you look for leaks first with steam, the leaking steam could burn the workman before he has time to react. Compressed air with its lower temperature would not.
I hope this helps.
Doug vV