It's possible that the Gonk was venting coolant in a vain attempt to prevent being hurt. The device being used would simply melt the droid's feet, why would there be steam?

Droids feel pain (or it's digital equivalent) for the same reasons we do. How would you know if you stuck your hand in really hot water if you couldn't feel it? You would never pull you hand away in time to prevent severe injury.

You wouldn't want your expensive droid to melt it's arms off because it couldn't tell how hot some dangerous item it was handling had become.

And Sluggo, don't give George any new ideas! :P