edit: In those other languages is it like how we use ice? where water is the default, but it could mean any frozen liquid?
I would agree that "boiling milk" and "boiling oil" are very unlikely to get separate words, unless one of them happens to be an extremely common thing that people encounter a lot and that has special practical implications.
Milk might be a special case, in that it essentially is just water with some other stuff dissolved. It is to water as salt water is to water... but more so.
My guess would be that the single word might get pressed into service like "ice" does, but I think we'd have to find languages that include this word and survey native speakers. It could vary.
Nearly everyone encounters boiling water in everyday life, but do most people ever see other liquids boiling, even once, and especially during the historical periods that shaped our current languages? If not we might be getting into something like technical language, where daily life lines up poorly and terms and jargon get formalized.
So English arguably has three unique words for the three common states of H2O.
Asking for the "reasons" behind a certain word existing is sort of like asking why the human body looks the way it does. Sure, scientists may have good theories why it was evolutionary advantageous to have five fingers and no tail, but in the end the only answer that's for certain is, "because it evolved that way". So the answer is, "we" have a word for boiling water because people found it useful to have such a word.