Steam driven turbines are a way of converting a temperature differential into rotational motion and thus into electrical power.
There are devices (thermocouple) that can convert temperature differential directly into electrical power, but they are inefficient. I don’t know enough about semiconductor physics to tell you why.
Steam turbines are efficient for a few reasons. One, we can make devices for rotational motion that have very low friction, through the use of bearings and whatnot. Using heat to boil water into steam is also a very efficient process.
In general, improving the efficiency of something like a steam turbine is more within our capabilities because the things that can be improved (friction, insulation, heat exchange) are all things that can be tinkered with at a macro level. Improving the efficiency of a semiconductor device like a thermocouple (or solar cell) is a bit harder, because the relevant processes happen at atomic scale.
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