Hiya Dangermouse.
That's strange that you bought a Steam-store bought version of SSE through Amazon. Perhaps Amazon gets a commission from sales they refer to Steam in such case?
Anyways, the update for SSE is automatically done through Steam.
Check out another post I put up that may help users who got SSE via Steam:
http://80.95.161.114/shipsim/forum/index.php/topic,23437.msg310311.html#msg310311
Good luck.