This is debated. From personal experience, and chatting to a number of asthmatics, I would say that it's less easy.
However, many academics swear that anything cold stimulates constriction and that steam should be relaxing.
They seem to focus exclusively on the temperature, and forget about the huge role that humidity, water vapour and condensation play in governing air composition and oxygen diffusion in the lungs.
In particular, work here in Oxford has shown that small changes in oxygen pressure, such as in different weather systems, or easily within the range altered by changing water partial pressure, exert significant changes on breathing and sensitivity.
So basically it's harder, but you might find that many people, including practicing medics, disagree. You will also find that asthma is a widely variable condition, with triggers varying from person to person.