Reason 1: Rack and Pinion mechanism between MTP and ONR. The gradient is too steep for normal adhesion based locomotives to pull a train up this gradient. And the X-class steam locos are the only locos which have the rack-and-pinion arrangement available to travel on this section.
Reason 2 (Most important) - It's a heritage line. Part of that Heritage status comes from the use of historically accurate rolling stock like steam locomotives. Without the steam locos, the line will lose it's UNESCO heritage status and also a good chunk of the tourists who take this train particularly because it's Steam hauled.