Hi Leo,
A short answer to start with: You can compress Gas (steam) but you cannot compress liquid (water)
After a loco stands for a while, any steam still in the cylinders cools and condenses back to water. When starting the engineer will open drain cocks on the cylinders to let the condensed water out then close them to keep the steam in to do its work.
Another thing that happens and what may have happened here is that the boiler was most likely full of water,and as they tipped over the hill and drifted down grade, the water in the boiler entered the steam dome (where the throttle valve is at) and when Eng Nelson opened the throttle instead of admitting steam to the cylinders, it let water in and as water cannot be compressed the mass of the engine and momentum, kept the side rods moving, even though the pistons for all intense purposes "stopped"....and "poof" bent rods.
Any others with further steam experience, please chime in.......................
Hope this helps Leo.
Greg K