I didn't say it was impossible...just not likely or practical. Without doing any math and physics which this is, you just don't have a great deal of energy from our transformers to generate a lot of power or to boil much water to produce much steam pressure for any length of time.
I believe you, that Hornby managed to accomplish this in HO and perhaps other scales. I'm sure there can be some compromises made to make this work.
There are a lot of factors involved, the amount of energy you can put in from the transformer to heat the water, and the amount of water that you can sufficiently heat to the boiling point to generate enough steam and steam pressure to push the locomotives cylinders turning the wheels.
Then you still need enough steam power to pull the locomotives own weight and any cars behind it for some length of time or what's the point?
I think it would just be easier and more practical to harness the energy from alcohol, butane, or some other fuel which packs a lot of energy to heat water fast and maintain proper steam pressure.
When I was a kid, we had a stationary steam engine in our elementary school science lab that was powered from a wall plug to heat the water. Needless to say, it was my favorite model to experiment with, and to learn about steam power.
I used to think how could transform this stationary steam engine, into one I could run on my o gauge layout, but of course it just was too big and bulky and used 115V, not a measly18V. Everything would have to be scaled down.