I guess you can look at this as being a hot oil treatment only difference is instead of heating your oil up the steam will heat the oil up for you.
Hair Steamer - Hair Treatment w/oils
I've seen articles that state coconut oil and soybean oils are popular oils bring moisture to your scalp. You can use any oil that you choose. The oil is a very good way to lift up dead skin and leave your scalp and hair cleansed.
I finally got a chance to steam on dry hair.. I been seen a couple of you-tube videos and to be honest I never thought about it until I saw those videos.. So I decided to do it myself.. I used Hair Veda Vatika Frosting. Applied it to my scalp massaged that in and also my hair. I sat under my steamer for about 15-20 min. Can't really say I noticed any major results for this but I do know detangling and co-washing went great. I still ended up steaming afterwards also during the winter months I am noticing my hair seems to be drier.. I am working on that to get my moisture back.
If asked which one I perfer I would have to say steam on wet hair with DC and that is only because I've done that more.. I won't give up on steaming on dry hair and oil..