Use 'steamy' to describe hot, wet air, often in tropical climates or after rain. The greenhouse was steamy and warm, filled with exotic plants.
Pro Tip 2/3
Uncomfortable Humidity
'Steamy' often implies discomfort due to excessive humidity. I couldn't sleep well in the steamy hotel room without air conditioning.
Pro Tip 3/3
Physical Sensation
Describing a place as 'steamy' can make someone think of feeling sticky or sweaty. As soon as I stepped off the plane, the steamy air made my clothes stick to my skin.