The amount of water we're talking about is insignificant given the already large reservar of water we have on earth. Also in the absence of other greenhouse gases, the water cycle is self regulating, it doesn't act as a greenhouse gas in the absence of another sauce of warming (which then increases the moisture carrying capacity of the air, starting a feedback loop).
CO2 is much more rare so adding that same amount in CO2 is very significant.
It's a bit like making a sauce. Adding a bit more of your main ingredient (for example cream in a cream based sauce) won't make much difference to how it tastes. But add the same amount of a potent spice and your sauce is ruined.
But burning coal just creates CO2, which every animal breathes out anyway?
Not quite. There is a CO2 cycle similar to the water cycle. Basically plants/algea absorb CO2 from the atmosphere then animals eat those, burn it and release it back in a somewhat balanced way.
Burning coal and other fossile fuel is adding large quantities of CO2 to the air that were previously stored. And it doesn't take a lot of CO2 to mess things up (we only messure it in parts per million). So just burning the stored coal almost doubled the CO2 in our atmosphere, which is a big deal.
On the other hand, adding a few lake superiors to the ocean is literally a drop in the bucket.
Without other greenhouse gases kickstarting the warming process, just adding water vapor to the atmosphere just saturates it faster, slowing natural evaporation of the water cycle, which would eventually just move all the additional water to the ocean.
How would it be just as bad? Water doesn't cause climate change.
If we converted all of the CO2 humans have ever released into water, you'd get around 2.5 times lake superior. I don't see how that would cause much issues.
No they don't.