to be fair, the steam setup at best is a nightmare, and thats all steam, I dont blame SE for steams mess.
what would be nice is if I could transfer my characters from my steam account to an SE one, because I am tired of steam being inconsistent with billing.
in your case, if you only bought endwalker on psn, and the account there is only registered to stormblood, then yeah, you wouldnt have access to shadowbringers, which not sure is exactly an SE issue. they are two separate accounts.