Are you sure you have the latest version of the itch.io client? You need to have at least 18.7.0 for the unpacker to work properly. Also check that your anti-virus is not blocking or otherwise altering the download.
Note that the availability of Steam keys is addressed in their FAQ.
http://avencolony.com/aven-colony-faq/
The developers have various reasons why Steam keys are not provided at this time. You should wait until the game is released on Steam, if having a Steam version is something you desire.