This is also an interesting case because “vapor” without a qualifier also refers to a suspension of solid or liquid particles in gas (of which “steam” is a particular example).
If we are talking engineering, the term steam generally implies water vapor that is at or above the saturation temperature.
In every day usage they are usually drawing a distinction between visible and invisible water vapor, usually caused by the presence of liquid droplets, with "steam" being essentially "fog", but hotter.
And there's effectively no other gas in the steam, because dissolved air in the boiler's feedwater (particularly oxygen and carbon dioxide) has to be removed to prevent corrosion. To that end, water going into the boiler is first run through a deaerator, to remove any air that dissolved in the water as it came through the condensor.
Well, that's true, I haven't, BUT still I went back and forth writing and deleting and rewriting and eventually deleting a whole digression about the special case of the jargon of steam power and how it uses “wet steam” (or “saturated steam”) for “steam” in the general use sense and “dry steam” for “water vapor” and “superheated steam” for dry steam created by heating wet steam away from contact with water, before deciding that was way too much, but, yeah, that's all true. (And, in details about the actual processes used, a lot more than I knew or would have gone into even if I had and had decided to keep the digression.)