Hi Devilman,
Thanks for your support, and sorry for the confusion here. You have two keys from Steam -- one for the expansion, and one for the base game itself. The first prompt that comes up is asking for the key to the base game, not to the expansion. The pre-3.0 version of the base game on Steam did not require players to enter their base game license key, but the new one does( it was confusing to new players the other way, looks like it is confusing to existing players this way -- sorry about that!).
Anyway, once you have the base game key input into that first screen, then you can go under Settings, Expansions, and unlock the expansion with your expansion key. Again, sorry for the confusion there, and thanks for your support!