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Because it would make no sense at all for some random website to know all working Steam keys in circulation. Why is it a problem to add games to your account?

I suppose a mass public website like that would be a big security risk and cause even more headaches for publishers and developers.

You can drop them here.

I wish it worked like that too, but Steam can't tell you because people would abuse that knowledge.

If you already own the game, steam will tell you what the key is for. Go to the redeem key page on the Steam website, open up developer console, and upon entering the key and getting the Game Already Owned message, the steam app id will be visible somewhere in the developer console. I forget exactly how this works because I've not yet needed it myself since I learned of it, but there was a thread about it here on SteamGifts not too long ago.

You can donate keys to steam.db and they will tell you what game it activated for them. If they already own it the key will not be used up, and you will know what game/package it unlocks, but they will not be able to tell you if the key has been used before.

So, people could generate random keys, have the website check if it works then activate or sell it themself? :D

It's an intentional design choice by Valve.
They expect you to know beforehand, for which game the key is for.
And yes, it's user unfriendly.

It's annoying, yes, but it also encourages you to be very meticulous about keeping track of what key is for what game. Ignore at your own peril!

It's because if you buy the game from Valve you get the game, not a key. If you have a key you got it somewhere else which means they didn't get a cut, so they have no financial motivation to help you in any way.

In fact, it would be straight up bad business to identify it for you, since it would make it easier for you to re-sell keys and make the second-hand market more appealing, which means less profit for Valve.

Steam should ask for confirmation when activating a key, saying what the key is for and asking if you want to activate it or not, like what Sony does when you activate a code for a pre-paid Playstation card, it says something like "You are about to add XXX $ to your wallet, are you sure?".

Because Steam doesn't want to have a confirmation screen like Sony and Microsoft where you see what the key is and can decide to use it or not.
Contact Steam if you want them to change it.

because valve/devs/publishers don't care. 🤷

it would be helpful if there was a distinguished code in front of the key like the steam game id. for example for cs:go:
730-XXXX-XXXX-XXXX-XXXX.

unfortunately, there's no website or service made by valve or made by other developers to link a key to a game.. and most likely there won't ever be, I don't know nothing of computer and informatic things, but for sure Valve won't ever make something like this available.. you already got the reasons I think from the many thorough comments above.. even the suggestion written by jhr76 would be awesome (i.e.: when you write the key, the website asks you "do you really want to activate this key for GAME X?"), but valve doesn't gain anything from it so they are fine with the key system as it is..