When you need an escape and you want to make up something better, you go for broke. In the steampunk world, Captaining, or even crewing an airship is the ultimate fantasy. Why would I make up a dream to be the guy in the trenches (my first steampunk character was, but I’m projecting) If everyone wants to be part of an airship, I say let them. There is no harm in dreaming, the only harm comes from others saying your dream is impossible.
I knew there would be steampunk punks, but to ask people to not dream of the best they can imagine seems silly and wrong.
Make your character who you want to be. Be who you want to be, and let no one, especially others that are pretending to be someone else, tell you what you can or cannot be.