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Remember, authentication on Steam version must have Steam even if you're launching it from the Rockstar Games launcher.
1. If you buy from Steam, it authenticates from steam but can be launched from either steam or directly from Rockstar. However, it's a different game than from Rockstar. They don't share info.
2. If you buy from Rockstar, you can launch from Steam if you add it manually (so you can get F12 screen shots), but it authenticates from Rockstar, not from Steam. And Steam won't even be able to track your hours played.
Steam purchase and Rockstar purchased do not share authentication. They're like two separate games and are definitely two separate accounts.
This said, if you purchase from steam, your Rockstar Social club can still track your progress because you link your steam account to Rockstar Social club. This does mean, however, that you should not (possibly cannot) purchase either GTA nor RDO twice because they get tracked by your Social Club account (though not authenticated to play by it).
To recap, I purchased GTA through Steam (and Xbox2 in 2013, but that's not relevant). I purchased RDO through Rockstar. They're both linked to my same Social Club account, but authentication to log in is different for each one.
Your progress is linked to your social club. So you can't link two versions of GTAO or RDO to the same social club account meaning they won't share your progress if you buy it again and start a new social club account, and you can't link two of the same game to the same social club account.
I bought RDR2/RDO directly from Rockstar Games (I didn't wait for it to come to steam). If I open the rockstar games launcher and click "Red Dead Redemption 2" the button says "Play." If I click that button even without Steam running, it launches RDR2/RDO.
When you open the rockstar games launcher, is it saying Play or Play On Steam for you? If it's saying Play, then perhaps there's some kind of link step missing for you. I bought GTA5 on Steam when it first came out (I think maybe 6 years ago), so I don't remember if I did a link step for linking Social Club and Steam.
If you say "Play" but not "Play On Steam" consider trying to find if there a way to get the Play On Steam option, either through searching your menus or sending a question to Rockstar Support.