A steam locomotive is known to be able to pull more then any pure combustion engine locomotive. (Uncited)
Why didn’t oil fired steam locomotives take off?
This started when I watched: https://www.youtube.com/watch?v=Hszu80NJ438
During the runtime, it mentioned oil fired retrofits.
I search it up, and found one.
It was an overview video of a modern retrofit, and it seems to not be too difficult to retrofit, even using the same steam blaster to spread the oil in the smoke box: https://www.youtube.com/watch?v=Up1UaMVnv4M
I think you’re making an assumption there. You would need to consider energy density of the fuel. Diesel fuel has almost twice the energy density of coal. For the same trip, the weight of the diesel fuel you would need for an oil-fired steam engine would be just a little more than half the weight of coal needed for a coal-fired steam engine.
Also, delivering the diesel fuel to the boiler would require a less complex mechanism and/or less workers than coal.