Please note that the Steam account should have never been used to access the game in the past. I.e. signing in with the Steam account before linking is forbidden.
Please follow these steps:
1) Launch the game via Steam, and press "Login";
2) Press the "Import" button;
3) In the opened window type in your Gaijin account's credentials, and click "Import";
4) Your Steam account is now linked to your Gaijin account. It will reflect all in-game progress of your Gaijin account, including when signed in via Steam, and now you are able to purchase DLC from Steam store.