No access on Steam. Should I refund and purchase on Steam to fix the issue?

I recently purchased POE2 on this website. I received my steam key and successfully added the game to my library. I noticed that this only gave access to the client and attempted to link my steam account to my POE account however I received the following error message:

"You cannot add this login method to this account."

"You cannot merge two accounts with the same login methods."

Is the next step to simply request a refund and purchase the game directly through Steam? If not, please let me know as this seems to be my only course of action. Thank you.