Where did you get the Steam key? and how are you trying to activate it?
Steam is a commercial platform. Developers have to pay Stram a certain amount upfront even to publish their games on Steam.And then Steam takes a BIG chunk out of the selling price. So for most smaller dev's who charge low prices for their games it is not worth the trouble and the costs - economically. Unless they sell a huge number of games - but you don't know that in advance.
"To create a game to a Steam key"
I don't understand what you mean.But you cannot just create a Steam key out of anything. Steam keys are issued by Steam.
Maybe you should compare it to if you buy bread in a supermarket (Steam) or a bakery (itch.io). They cannot just give you free coupons, that they made themselves, to get a bread at eachother's store.
Maybe you mean that a developer should be selling Steam keys on itch.io? But why would they? Since they would already have published the game on Steam.