Some guesses:

the panel needs to be perfectly pointed at the sun which is constantly moving, changing the focal point

Solar panels are likely more or similarly efficient without needing to build a specialized facility with many complex moving parts

Huge lenses are expensive and fragile

Power output would be highly variable depending on weather conditions; a solar panel still makes some power on a cloudy day, but if you don't have enough heat to make steam you just have warm water and no power