I think you're still essentially losing a key at that point.
Thing is, if you went through Kickstarter you get a CE and alpha/beta access - all included in the same price.
If you went through Steam's Early Access program (which was more expensive, by the way), you only get alpha/beta access. You can get a CE as well, but now you're essentially buying the game twice (and at higher prices).
Obviously Steam Early Access is getting the short end of the stick there, essentially backfiring on people who helped support the game early by placing them in a position where they have to pony up money twice if they want a Collector's Edition version of Divinity : OS.
I do really think there should be a discount price on the CE for Steam Early Access purchasers, but I have my doubts that will happen.