There are a few different reasons why Steam keys (aka External Keys) may not appear. Here are the docs on how they are made available: https://itch.io/docs/creators/download-keys#external-keys-steam-etc/who-can-access-external-keys-steam-etc
For purchases, unless otherwise disabled, external keys are included by default.
But, if our automated fraud detection system marks a purchase for additional review then the Steam key will not be granted automatically until the payment has been reviewed. The buyer can access the content available directly on itch.io in the meantime though.
If you need to expedite us processing a purchase then you can reach out to our support team here: https://itch.io/support (Sending the purchase id or email of the buyer generally is enough information for us to find the transaction)
We have been pretty swamped the past few days though, so I apologize for the additional delays in responding.
Thanks