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This says it comes with a Steam key, but it's not showing up for me on the download page

It does indeed come with a key, and I can see that they haven't all been claimed. Maybe it's a glitch on Itch.io's end and you should message them about it?

The issue has been solved after I emailed support. Looks like because I bought a bunch of games at once due to the sale that it looked suspicious to the automated system, so the sales had to be reviewed before releasing the keys

Oh, that's good! I'm glad you were able to get the issue resolved!