The Steampunk world is an uchrony : The projection of a world that never existed. The Steampunk uchrony draws the idea of a world where the technology has evolved through steam power.
In order to get more and more power, steam requires bigger and bigger power plants, that’s why the Steampunk world trends to gigantism instead of the traditional miniaturisation the world known for. This gigantisation of a pre-industrial world conducts to enormous and various architectural elements like giant cogs, factories, and indeed, a perpetual smoky fog.