Are you sure you have the latest version of the itch.io client? You need to have at least 18.7.0 for the unpacker to work properly. Also check that your anti-virus is not blocking or otherwise altering the download.
Note that the availability of Steam keys is addressed in their FAQ.
The developers have various reasons why Steam keys are not provided at this time. You should wait until the game is released on Steam, if having a Steam version is something you desire.