When I got the game, I think that the purchase said I'd get a steam key too, but I can seem to find it. I tried to follow the instructions too, am I missing something? 

I just checked and we still have keys that can be claimed and they are active. Maybe they changed the page? I found another guide (check here). Please see if the new guilde helps.

Hmmm... I just checked and it's still not there. The guide said the exact same thing as the other one. It should be right beloy the "regular" downloads. But somehow, there's nothing, just the download instructions and the community.Anyways, this is what you see when you purchase it:

Everything is active and running on our end. I double checked the settings and lots of customers already claimed keys. Could you please reach out to Itch.io support to see if they can give you instructions how to claim the key? If there is a problem with us, I would love a feedback to fix things asap.