Hm, I'm not sure that works. I basically own all Paradox Games, but on the Paradox Plaza Games tab (i.e. https://accounts.paradoxplaza.com/games), I can only see a selection of my games and DLCs. (Maybe just the ones I actually bought from the Paradox Store, not from Steam?) Crusader Kings 2 base game, for example, is not listed. Or am I looking in the wrong place?
Just to make sure, you've completed the Steam / Paradox linking process? Your products bought on steam SHOULD appear here if so. If not ... ugh, the only other way I know of involves manual entry of CD Keys.
Another option is, towards the top of this page, hover over your user name, then go to your owned items. There's a button that will force the sync, telling it to pull down anything that might be missing from Steam.
This comes into effect on the 1st of October, we wanted to let to you know ahead of time