....Yeah, examine the game mechanics a bit more closely, lol. The more pressure, the higher the boiling point. The lower pressure, the lower the boiling point. Water boils at room temperature in absolute vacuum.

The reason it does not remain is because of the way Powder Toy deals with pressure. By default, ALL pressure slowly returns to 0, however slowly. The effect is much more noticeable with higher pressures, but you'll have to make decent containers for air to notice the effect.