The difficulty was drainage. Isolated steam systems in steam era construction were designed to use gravity for condensate collection. It’s one of the reasons boilers are always in the basement of old buildings.

Steam system engineering was a well-compensated profession. A well-designed system would accurately predict the rate of condensate flow for every part of the building, prior to construction, and reflect these predictions in the slope/grade and diameter of the steam pipes. Inaccurate predictions resulted in problems like pipe knock (aka steam hammer) which you can often hear when you or a nearby neighbor partially close the shut-off valve of a radiator.

Since construction in the city had many elevations and could not be predicted in advance, there was no equivalent solution to facilitate condensate collection. The system had to be one way. And yes, it’s inefficient compared to modern systems, but was innovative in its day.