Should I assume a steam room has the same effect? I prefer it over sauna

Potentially, but likely much less effective and less studied, and you likely need longer sessions for effective dosage.

Most of the studies I've seen on improvements in blood plasma volume from passive heat are usually done with sessions in saunas with temperatures > 150 degrees F (60 C). Steam rooms usually only get up to 120F (~49C) even though the humidity probably makes it feel warmer.

Copying and pasting some of my reply to another comment above