If the ammunition is super-heated gas, have they ever explained how they keep the weapon cool enough to handle? I'm assuming it's possible that the gas is not heated until it is expelled, but heating it that much, that quickly, would probably take a lot of energy.
Also, Gonzo, you might be on to something. If one cap can contain several bursts, I would think that the ammunition would probably need to be stored in a more compact form, like liquid or solid. Perhaps it is the changing of the substance from solid or liquid into the gas form that is either the cause or the result of the "superheating" (I'm rusty on my science knowledge).
However it works, it's impressive that something with that much power (I'm assuming that the phase change and/or the superheating would require a lot of energy) would be able to fit into such a small hand weapon.