What do you mean by "why we would have"? Dictionaries aren't prescriptive, they're descriptive. If by "we" you mean English speakers, clearly you don't have a word for that. But if you mean some Slavic languages, they do. Likewise, English has "ice", while other languages simply call it "frozen water". Or take the example from the linked article, "at home", which some languages do have a separate word for. I don't think many languages have a distinct word for "at work" though, or "at the shop". That simply reflects that being at home is a more common and generally important concept, just like boiling water is more important in some sense than boiling milk.

Asking for the "reasons" behind a certain word existing is sort of like asking why the human body looks the way it does. Sure, scientists may have good theories why it was evolutionary advantageous to have five fingers and no tail, but in the end the only answer that's for certain is, "because it evolved that way". So the answer is, "we" have a word for boiling water because people found it useful to have such a word.