For the storage heaters I had the 'bricks' seemed to be mainly iron oxide IIRC. Also I am struggling to believe water has that multiples of capacity over brick, do you have a ref?
But then it can explode and destroy a small town.
Remember, hot water moved mountains.
Feolite
specific heat = 920.0 J·kg−1−1·°C−1,
density = 3,900 kg·m−3,
thermal conductivity = 2.1 W·m−1·°C−1.
maximum operating temperature 1000 °C.
Water
specific heat = 4184 J·kg−1·°C−1
density 1,000 kg·m−3,
thermal conductivity = 0.591 W·m−1·°C−1.
maximum operating temperature <100 °C unpressurised.That's an astonishing difference in capacity.