Yes I had noticed after your first post. I had gone to do a simulation on the site.No, it is just this elitedangerous.com site that I find daft - I mean even the link from your game launcher takes you to elitedangerous.com. (https://www.elitedangerous.com/odyssey/) Right there in front of you on that page is "buy on Steam":
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So it is no surprise that people who bought the game from Frontier Store are confused about "Do I need to buy through Steam?".
Indeed it's stupid, unless Frontier has made an agreement with Steam to redirect all the pre-orders.
But it's rather confusing for customers. And also unacceptable that customers have to ask themselves this kind of question.