When in the vicinity of the thermal features in Yellowstone, you are breathing in more than just steam.  Many of the features give off a sulfuric smell, and in your case perhaps a taste as well!  There is no direct health risk of being near the thermal features, even for extended lengths of time.  Many scientists have spent long periods of their lives around these locations and never has there been anything reported of that nature that I discovered.  

If you are still feeling this way, talk to your doctor!  

I hope that your taste returns to normal soon!