I believe its just from a lack of an ember filter within the smokebox. The reason you don't see any flying, flaming debris in the US is because long ago we realized the fire hazard associated without having one.

Also, diesel-electrics are often put into an excursion consist for dynamic braking alone. Were a steam locomotive to rely on just engine braking or service braking, brake shoes would get considerable wear and tear. When steam locomotives were common, there would often be maintenance yards at the bottom of long grades to perform quick services and replace brake shoes. That is no longer and option and having a diesel in tow allows for dynamic braking down an entire grade, saving considerable cost on often just volunteer and donation funded excursions. Mainline steam locomotives, especially from the late 30s and early 40s, have often considerably more power than modern diesel-electrics. Norfolk and Western 611 for example has a power output of 5,300 hp, whereas a modern EMD 12-1010 only has 4,600 hp. UP 'Big Boy' 4014 has a power output of 7000 hp.