It's true that boilers on MOW equipment don't have to conform to FRA part 239, but that's not the same as saying they "don't come under FRA jurisdiction." Other equipment (wheels, couplers, handrails, etc.) would be covered by other FRA parts.
It's my understanding that the boilers on Rotaries OM and OY were inspected by the State of Colorado while in D&RGW service. (I recall being told that OY has a "Colorado inspection tag" on the steam dome.) At the time both operated in Colorado, and were maintained in Alamosa (though OM was based in Chama), and I believe I recall hearing that the State of New Mexico did not have any boiler regulations or an inspection regime until comparatively recently (post-1968).
Maybe Earl or John Bush can fill us in on what state inspections were needed to run OY in C&TS days.
If I remember correctly, the UP rotaries based in Cheyenne are diesel-powered. I don't know what would be needed for one of the SP steam-powered rotaries to operate outside of California - perhaps e.g. Nevada would recognize California's inspection as long as the various requirements were met.
JAC