The Aeolipile was around thousands of years before "real" steam engines were extant. You know why? No one looked at that steamy toy and thought about how to improve it into some sort of engine, or maybe they didn't need anything like that. They probably could have made steamboats, but no one wanted to, and scaling up the aeolipile to steamboat-sized proportions likely would have caused some problems.
My point is, just because someone has the ability to do something, doesn't mean they will. Just like the hypothetical "caveman knowing enough to build a nuclear weapon" thing I mentioned. Cavemen had all the tools they needed to come up with an atomic theory of matter, invent calculus, create tools that would let them make more complex tools that would let them make more complex tools ad infinitum, etc. But, for a variety of reasons, they didn't. Just because a modern-day person heading back to ancient Greece could have helped them turn the aeropile into a steamship engine doesn't mean they could have figured that out on their own--they had work to do, and only so much time to tinker with so many things.
In short, ancients possessing something similar to a modern technology does not mean dwarves should automatically have access to that kind of technology, especially if the ancients never harnessed the technology for anything.