A whistle that sounds fine on steam will blow fine on air, but at a slightly different pitch. Conversely, a whistle that works on air will not necessarily sound right on steam. I say this from my limited trial and error experiments.
I think it is because under steam there is more energy being inserted (higher viscosity, temperature?) and the whistle that was OK on air will now have a whole set of additional harmonics that sound like the trodden-on cat.
Norm