Steam version, Pre-Order, and CE

[Velia]

Steam only uses digital software. Only Steam keys can be redeemed on Steam. Physical copies of games don't come with Steam keys.

I really don't understand the confusion here.

If you must have the Physical CE stuff, buy it, tie it to your Mog Station account, then buy the Steam digital upgrade. This is how Steam has always worked.

Clearly you have never bought the boxed version of Skyrim, or the multitude of other physical games that can be activated via Steam.
It's not possible with Heavensward simply because Valve doesn't want to do it, because unlike Skyrim where ALL physical copies had to be activated via Steam, FFXIV has other methods, and the gigantic mass of donut batter known as Gaben doesn't like that. Steam has to get it's cut where it can.

That's why we're confused.