Thanks for clarifying what you're seeing. That process looks new to me, and I really don't understand why a connection to Steam has to be made. When I've claimed keys in the past on other games it was just a simple click that reveals the text of a key, unless I'm not remembering correctly. I gave keys to itch.io and they should be able to give them directly to you. :( I will contact support. I'm sorry this has happened.