There is a difference between water vapor and liquid water. Same goes for air, liquid air (compressed into liquid for industrial use) has a density of 870 kg/cubic metre.
Liquid water is indeed much more dense that air as a gas, but water vapor is a gas (not steam tiny beams of water), and is less dense than air.
Saturated water vapor at 15 degrees Celsius is roughly 13 gm/cubic metre.