Logically, Odyssey can be uninstalled in two ways: from the launcher and from Steam. When you remove a version from the Launcher, Steam doesn't know about it and tries to "fix" the installation by downloading everything again. It is better to uncheck the option next to Odyssey "DLC" in Steam and it will be uninstalled anyway, but Steam already "knows" to ignore updates for this part of the application and it will be fine.Very odd. I own Odyssey too, but after uninstalling Odd/Hor I haven't had any problems at all. (Steam user also). Oh well... Glad you've got it fixed.
Lesson learned: game installation operations must be performed from the platform on which it is installed.