Please read the guide. You need to login first or you get the error
Viewing post in How to get a Steam key from your Itch.io purchase comments
It is actually not that, I just checked it out and figured it out. Please put in your FAQ to check your email IN the browser by which you are verifying (because I have my key now). I have all my Email routed to Microsoft Outlook and it will not verify the email address from going from Outlook into the browser. This is, honestly, the the only platform I've ever seen this issue so it was no wonder it was confusing. xD