Says purchase comes with a Steam key but I didn't get one?
Hello, thanks for purchasing! When you click the Download button on the game's page, it should take you to the "Download 'CTHON'" page. You should see two download buttons, one for the manual, one for the game. Then, underneath that should be a "Claim Steam Key" section with a button to get the key. Are you not seeing that?
That is quite strange indeed. Do you mind posting a screenshot of the page for me either here or send to gravity (dot) games (at) outlook (dot) com? It should look like this: 
If you don't see that, I think you might need to contact itch.io support directly, as unfortunately I'm not sure if I can be of much help with this. You might also try a different web browser if you have not already. The support email for itch is support@itch.io.
Either way, please let me know if you aren't able to get this resolved after contacting them and I will see what I can do to resolve the problem.