The reason is in the end product gas density. Air by itself can be heated extremely quickly to just about any temperature. The scientific community considers the combustion engine a thermodynamic process, and that the vast majority of the work is done via the expansion of air as it is heated. However, air loses density quickly when it is heated, roughly 1% density decrease for every 3c. If air has a density of 100 arbitrary units at room temperature (~20c) at 1500c it will only have 1 arbitrary unit of density. Combustion gasses at high NOx levels however, are extremely dense, in fact they are nearly as dense as room temperature air. This means that the air is heated, and loses nearly none of its density, and it is combination of heat increase with nearly no change in density that allows combustion to do work. That is forceful expansion. Steam has a lower density than air at room temperature, but it is 8x higher than the density of air at the boiling point, and can be as much as 15x higher. This density allows steam turbines to do work. Air on the other hand loses too much density at high temperatures and cannot do meaningful work in an efficient way. Compressors for instance, benefit greatly from charge cooling, as it increases air density and increases efficiency. High bypass ratio turbine engines are more efficient means of propulsion than low bypass ratio turbine engines. Large quantities of dense air moved slowly have just as much thrust as small quantities of air moved extremely fast, partly because cooler denser air has more capacity for work than hot air which is inherently lower pressure. Colder air also has less kinematic viscosity and flows easier than hotter air.