The main thing where this is an issue is buying stuff. If it's a steam account, you need to buy the steam version of the expac, etc.

All that said, you can add licenses for multiple platforms to your account. If steam is considered an entirely separate platform (in the vein of mac/ps3/ps4), then adding the keys for non-steam versions *may* work as a way to get around it.

I would suggest contacting customer service about this, but they're notoriously unreliable and famed for giving inconsistent, often incorrect answers about this sort of thing.