Or just to create decent tight fitting pipes and piston heads in the first place. The early steam engines built by Newcomen and Watt had the benefit of three centuries worth of gunmaking technology to rely on, namely expertise in being able to drill long straight and accurate holes in gun barrels and cannon tubes - which conveniently carried over for boring out steam engine cylinders.

At that time, cannon founders were able to create cannons with a windage tolerance between the barrel and cannonball at a 1:50 gap ratio. So a cannon barrel made to fire a 10 cm diameter cannonball would only have a gap space of 2 mm - which was pretty good at the time.

In addition, 17th/18th century Europe was producing a lot more iron and steel than the Roman Empire ever did - Great Britain alone in the early 1700s was producing the same amount of iron as the entire Roman Empire during it's heyday (50,000 tonnes) with just 1/5th the population. Cheap iron was vital in allowing steam engines to proliferate for industrial and commercial use.