itch.io

On the website, if you click your profile picture and select 'my library', you can see all of the games you've purchased from itch.io and below each of them is a download button. Select the download button for The Vale, and it will take you to a screen where there should be a button to claim your steam key. It wasn't there for me for a while, but it eventually showed up. I don't know if that's because falling squirrel did something, or if itch.io delayed the button showing up for me, or even some other reason.

I checked every few days for like 2 weeks and it didn't show up, and I checked now that you replied and now the 'claim steam key' button is there. If that was your doing, thank you! 

To answer your question more directly, though, no, I do not still need a steam key.

I am also having this issue. Did you eventually find it?