After uninstalling and reinstalling the game through steam it both canyon and the stadium beta work fine and canyon does not ask for a key. YMMV but its something easy to try.

I also purchased Trackmania 2 Canyon on steam and did not get a key. In the Maniaplanet screen before I could see both stadium and canyon with canyon telling me it requires a key, however after playing stadium canyon does not even show up anymore for me to get to the key input screen.