Your keys should be in here somewhere, no - I mean in the LnL shop site? In the your account section here? So long since I got mine I don't recall, but I did get Steam keys in here for all modules (including those two) without any problem, so no general issue, no. Do a support ticket in here if you haven't got them somewhere in your account here.
UPDATE: Mmm. Just checked and couldn't see steam keys anywhere on LnL. Maybe I'm remembering wrong, sorry. Maybe they did just appear in Steam, as you suggest. Just ignore me and wait for someone who knows to reply!