That's a bug in the current version, which will be fixes in the next update.
Viewing post in How to Spectate in the new alpha 17
https://itch.io/docs/creators/how-buying-works
This article explains how buying works. There is also an image with the steam key button on it. But if you haven't bought the game, you shouldn't receive a steam key, because the steam keys are for the full version only. (Not the demo)