It's not just about the power. System components cannot be brought to operating temperatures, speeds and pressures faster than mechanical tolerances allow. If a thermal plant is cold & dark, it can take days to ramp it to full production.
That's true of some kinds of thermal generators, but not all. Simple cycle gas turbines can come up very quickly (think jet engines). Or your car's engine.
Combined cycle turbines do have a steam component (that's where the word "combined" comes from). The waste heat from the combustion turbine front end is used to make steam in the back end.
