The first option provides a clear and coherent description of energy transformations within a closed system:
"Chemical energy is converted into thermal energy through combustion, and thermal energy is then transformed into mechanical energy in a steam engine."
This explanation effectively illustrates a sequence of energy transformations. In the context of a closed system, this transformation highlights how different forms of energy interact and change from one to another, ultimately resulting in mechanical work.
The other options, while they describe transformations of energy, do not fit as well within the framework of a closed system or are less coherent in their depiction of energy transformations.