The smoke stack is a venturi to draw more air through the firebox.
The steam exhaust from the pistons is what powers the venturi. This is why the stack “chugs” like a choo-choo.
The more steam that is exhausted, the more air is pulled through the firebox, which means the fire burns hotter, which means the engine can make more steam.
People are likely right about spark arrestors as well, but the primary function is that it’s a venturi.
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