Wait, so if I have an Amazon package it adds up to my Steam ones now?
Kind of? But not
officially, no. The basic "simple" launcher that comes with the Steam versions of these games (SEGA Genesis & Mega Drive Classics) is the same one used by the DRM-free Amazon download, but the thing is that
because they're DRM-free and not tied to a Steam account, they
don't carry over from Amazon into your official Steam library. But through the simple launcher, you'll be able to play them because it's the same kind of software, and it's no big deal.
The problems start when you factor in the new Mega Drive Hub. The Amazon games will
not be compatible with the Mega Drive Hub which appears to base its library
entirely on your Steam purchases, so if you purchased, say, Sonic 2 on Amazon, you
will not be able to play it in the virtual 90s room with mod/workshop support, only on the simple launcher.
In other words, it wasn't an issue until the Mega Drive Hub existed and didn't support them.