I don't need a Steam key. I like Steam, and I play many games on it, and love the sales.... but I don't need a Steam key "just because".
And as Mr. Brookes pointed out, Frontier can not get Steam keys for free. I don't know what the cost is, but if it's significant enough, then why even make them spend the money? Just add the game to the Steam library anyway and you can have Steam running in the background if you need it's functionality so badly.
I think Frontier made the correct calls over the past two years.
Kickstarting and initial sales through their own webpage to reduce expenses as much as possible was a great choice. (Wish some of my tax/accounting clients could see the value. Instead they spend tons on advertising through all different channels, not realizing that most of them don't work. Heck, my advertising this year is Google... not Adwords. Just making sure that my website stays on page one of the searches. And I grew another 20%.)
FDev spent money getting the word out through expos/conventions around the world. That's a good choice as well. At PAX South, where I was Ambassador, we must have had 450-500 different players on the computers each day. And everyone kept saying that Elite: Dangerous was the best game at PAX South.
Now FDev needs to expand it's advertising channels, and for games the best advertising channel is Steam. Another great call.
But why cripple them by demanding hundreds of thousands of Steam keys? Completely unnecessary. So you start the game in Steam, and I'm sure you'll still have to go to the launcher first so you can log in.