Square-Enix 2015 Holiday Surprise Box, 5 games for £4.99/€6.49/A$8.99/$9.99! (Revealed!)

You can't because it isn't a steam key. But i guess you can use the key on your square enix account you used on steam.

Not necessarily. Build-A-Bundles and Mystery Boxes don't usually count towards bundled status, because the percentage off is usually less than in a traditional bundle, so they don't qualify. Thief has been bundled before, so that's already on the list.

Not necessarily - this pack can not be purchased by the time you know what it contains, and purchasing multiple copies is a bit cumbersome, requiring multiple accounts, perhaps payment methods. At least Life is Strange is not bundled, but it was there in the Easter pack, Hitman Absolution: Elite Edition is not bundled either, Murdered: Soul Suspect became bundled 2 months later than the 2014 Christmas pack, presumably for a different reason, etc.
Also, for comparison: Humble Monthly games have not been bundled so far either, having similar properties (blind purchase, one copy per account).

I don't know about your first question, but it's clearly stated on the store page that the game activates on Steam.

In related news, a demo for the game was recently released.

Yes you can. (Even if you couldn't, this is perfect case for new game removal feature.)