It's one of the only chemicals which expands when frozen! I once read, not sure where, that many societies used to use water freezing to carve or break off materials such as a hard rock for construction use, maybe even for the Egyptian pyramids.
Water also has one of the largest specific heats of any chemical, which is why it's used for power generation. It allows for a slower flow and less water versus other chemicals which don't hold as much heat.
It's also present everywhere, not hard to purify, and non-toxic at great quantities.
Paul: Svengar, you said you had a new invention to show me?
Svengar: Yes Usul, I think you will find this especially useful - I call it a 'sauna'. It is based on an ancient invention I have read about, where people would turn water into a hot gas, and sit 4 or more apiece in this box to get as hot as they possibly could without losing consciousness.
Paul: uh
Svengar: bear with me, bear with me. Now of course we would never waste anything as precious as water for this, but my idea, what if instead of heated water inside our sauna with the 4 or more people we put Shai Hulud?
Paul: But... wouldn't this be a way of torturing someone?
Svengar: Why else would you put people into a box to make them as hot as possible?
Paul: Good point, Svengar, this will be useful.
and how much effort it would take to supplant, with so much proven calculus behind it
All of this goes back to the fateful union of the precision boring of cylinders by Wilkinson, and the otherwise unbuildable steam engine design of Watt.
You can measure progress much more honestly by measuring the reduction in staff size for royal households. If it is ever reduced to 0, then perhaps working class can aspire to similar lifestyle.