Steam purchases for EVE are ONLY for accounts that have been created FROM the steam launcher. After all, there is no other way for Steam to know which account to send the Plex to.
You can try contacting customer support, but also try to make a new account on steam as well.
EDIT: I just read what you wrote.
Again, either make an account through steam, or buy your stuff in the browser. Steam purchases only work with steam-created EVE accounts.