I semi-appreciate those devilish (pun maybe intended) steam ghost things with only a shell and a body.
They don't do much damage, they stun dwarves at best and seem to hold them in place. However, once you pierce the body/shell of one, steam bursts out of them and just starts scalding everyone in the vicinity.
They are the fastest parts of a ghost army, so they basically stun your dwarves until the rest of the enemy can catch up, making walling up without losing a miner or two practically impossible. Your best bet is to wall up any victims as the army will focus on the dwarf that's caught stunned first. Don't think about sending a dwarf to kill them. Your best result is your miner and your dwarf getting caught in a flash of superhot hellfire steam that ends up in a lot of brown wounds and sometimes even melting. That's assuming your group of dorfs makes it there before the rest of the demon army does (they won't) which means you're losing a miner and the military dwarves. Even if they cut away the first few demons, you're lucky to get your miner and military dwarf back to the surface and in a hospital bed before they start rotting away from being in the mere presence of some demons.
It's crazy. Those steam things are quite intuitive, even if they do have the sole burning desire to kill me. That's pretty great to have that sort of scout from hell that holds a few victims for the rest of the army while also simultaneously making the player decide between cutting losses or a rescue mission and giving him time to do both due to the nature of the attack.