Because the process of converting thermal energy into electrical energy is like this.
1. The water is first boiled by heating and turns into water vapor.
2. The water vapor drives the fan of the generator turbine to rotate.
3. The generator produces electricity.
In other words, when thermal energy is converted to electrical energy, there are many energy conversions in the middle. Without boiling water, the energy transfer cannot be completed.
It is possible not to boil the water, but this involves converting the gravitational potential energy and kinetic energy of the water into electrical energy.