Wet sponges placed in the nether have the wrong particle

To be fair, I don't think that water creates smoke when it evaporates, and so it might actually be an oversight the other way around.

Maybe it's steam?

Wet sponges are the odd ones out here, but I feel as though they're the ones that are actually using the correct particles, as mixing water and lava also unrealistically produces smoke instead of steam.

Should I create a ticket for the other particles?

Since this report implies that smoke particles from water is intentional, yes. Note that this inconsistency is intentional since it was added a long time ago (likely ever since water wasn't able to be placed in the Nether).

This ticket is already about the inconsistency, which has been deemed as working as intended. Hence a new ticket would just be a duplicate of this one.

That doesn't make sense, otherwise tickets like MC-114111 and MC-129206 would have been resolved as duplicates ages ago.