What is a steam wand?
Whatever it is, it doesn't sound like fun in MI weather.
Looks like a longer version of a pressure washer wand. We had to knock the huge chunks of ice/snow off the undercarriages and wheel wells so they wouldn't foul up the car wash machinery. And, you are correct, it was not fun.
To pre-answer the question somebody is sure to ask; I have no idea why people get their car washed under those conditions. Two blocks down the street and they looked just like they did before the wash.