I’m not really sure how else you’d do it. The energy we can get out of fission is in the form of heat, and steam isn’t as compressible as just gas and it’s easy to make with just heat. Combine that with electromagnetism giving you electricity by spinning some magnets around some coils, and there you go.

It’s probably possible to get some air hot enough and do some fancy convection work to get it to spin a rotor, but that’s going to be really inefficient.

You could also use the heat to make materials glow and put a solar panel nearby, but that’s also going to be pretty inefficient.