Not a Stellaris problem, so moved.
You activated the two keys for Utopia to your account? Then yes, you can't also have your friend use the second copy as they are both attached to your account now. What you should have done is sent them the key so they could redeem it in their Steam account.
Please lodge a support ticket at paradox.zendesk.com will all relevant details, Paradox will have to sort that out somehow.