Don't worry, you are good & they are working on it:
IF YOU WANT TO PLAY D:OS ON GOG, log into your Larian Vault account and scroll down to "Your Rewards in Detail." Find the digital distribution icon and select "Change my digital distribution preference." Following these steps will cancel your Steam Early Access code and provide you with a key for GOG.
and (in the comment section)
Larian Studios
@madGamer We are in the process of updating Larian Vault to include the option to switch a Steam key to GOG.
