An RC boat always has a possibility of losing radio contact. In such case the engine continues to run. If the boiler runs out of water in that situation, you’ve lost the boiler.
I am told by knowledgable people, that you won't immediately lose the boiler since silver has a melting point of about 600 deg C (1100 F approx) and it is extremely unlikely that the burner is powerful enough to heat the boiler that high.
And to be honest, if I take a look at my own hobby burner and how much trouble it is to solder even much smaller items, I have no reason to doubt that.
A bigger issue is that many boilers are insulated by wood cladding, and that WILL start to char and is likely to catch fire if the situation lasts too long. That will probably also not cause loss of the boiler, rather loss of the entire boat.
So yes, a gas cut-off valve, or at the very least a valve that allows to regulate the burner back to minimum is very advisable.
Regner amongst others, sells a very nice item, very compact.
It has a mini servo so all you need to do is set the failsafe of your TX such that the valve closes at loss of signal and you're set.