The limit is the strength of materials under high pressure to transfer heat through the wall of the heat exchanger. e.g., See: Ultrasupercritical generation "A conventional supercritical unit operates at a steam pressure of 3500 psi or higher and steam temperatures of 1000 –1050F."

(Note:  1050 F = 565 C.)

There is also the chemical reactivity of water at such high temperatures.  At some point, water becomes too difficult to handle and other fluids are preferable.