Isn’t fluid build-up in the lung one of the side-effects of pneumonia? I’m not making any judgments; just asking about water vapor in the lungs.
I live in southern Louisiana where the humidity is near 100% pretty much from May to October. I breath lots of water vapor and have yet to be struck down by pneumonia.
Never taken a hot shower? Never walked in the fog? For that matter, never walked in the rain? Have you ever used a vaporizer when you had a cold?
Have you ever noticed when it is really cold you can see your breath, hint, that is water vapor.
It is not likely inhaling water vapor is going to cause pneumonia.
Do you breathe when you take a hot shower? Have you ever been to Florida in the summer (and breathed)? Ever been in a sauna? Ever taken a whiff of the steam coming off your cup of hot coffee?