It's done to achieve starch gelatinization. Scientifically speaking, water and starch are heated up to the point that the starch molecules swell up allowing the water to absorb more fully into the starch. Mixing the dough in hot water and then letting it rest for a couple of minutes gives the millet flour an opportunity to hydrate. Steaming the dough this way makes it easier to roll out the gluten-free roti and also makes the finished roti more soft and pliable.