It's not RPM on steam, it's labor. Obviously, unless the steam engine changes speed suddenly or has wheel-slip, the RPM won't change. However, if you pull the train brake down and then run the speed up past where the train brake is limiting the speed, the labor increases. By the same token, if you have momentum set at high and spin the throttle up quickly, you'll also get increased labor until the actual locomotive speed catches up with the speed setting.
The concept of "working harder" applies, but with a diesel, it's the prime mover ramping up in speed to generate more power, with steam it's the amount of steam fed to the cylinders to produce more power to the wheels. Same idea, just a totally different way of accomplishing it. 
