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As I remember it...
IV had a process to get a steam key, I'd double check your emails to see if you went through that process, if you did not, I'd contact PI support and see what the new process is.
 
Just for anybody who is looking for the answer for this in the feature, there is an answer in the FAQs regarding this. Due to being a "new" member to the forums, I can't post the URL so I will space it out. Just remove the spaces and view the answer.

https:// support.paradoxplaza. com/hc/en-us/articles/360008513880-I-bought-directly-from-Introversion-can-I-get-a-Steam-key-