Epic supports regional pricing in more places at this point so that's not even a real advantage for Steam. And considering Shenmue 3's existence is a miracle, and the original KS never actually promised Steam keys, you're totally right the anger is an absurd overreaction. In general I think Brad was right, in that the consistent anger towards the EGS comes from a tiny minority who have so far had basically zero impact on actual game sales, ala the Modern Warfare 2 boycott group.
Their messaging through Kickstarter did promise Steam keys on multiple occasions though. A year ago their email stated (the mail is from June 28th 2018, Project Update #84):
System Requirements for PC Version
Additional Info: Requires Steam Client to activate.
But there are more instances of this, for example specifically stating Steam in the poll to choose the version.
Again, I don't really have a horse in the race as I always wanted the PS4 version, but it was very clear from the beginning they wanted to release this game on Steam and it was mentioned multiple times during the Kickstarter. But sure, the Kickstarter itself only seems to have mentioned "PC". I completely understand why so many people are disappointed and feel cheated. I am almost convinced the Kickstarter would have done worse if it states EGS (which wasn't possible when it launched, but you know what I mean). I also completely understand why a lot of people don't care where it's sold as long as they can play the game.
I myself would not back a PC game if it doesn't come to Steam as I prefer to own my games on Steam (or GOG) as I prefer to have my games in 1 or 2 places only (on PC). I already own a PS4, Xbox One and Switch, so it's tough enough to keep track on which game I own where without it being splintered on PC as well.
I am also not convinced that there aren't more people who don't want EGS compared to people complaining about MW2. MW2 were just fans of the MW series complaining but they still wanted to play the game. This are people who don't want to use EGS (for a host of reasons, from not liking Epic/Fortnite to only wanting to use one service to hating the way Epic bullies it's way onto the scene with exclusives or just not liking store exclusives on PC in general, ...). I am not so convinced Shenmue 3 will sell as well on PC as it did on Steam. It depends on how many of the Kickstarter people get a refund or change to PS4. I do think it's clear that you get less sales on EGS compared to steam as their are less users on EGS compared to Steam. So my guess is that Shenmue 3 PC sales will predominantly come from Kickstarter until it comes to Steam.
Ys.net (probably mostly Deep Silver) just made the decision of getting money now instead of through sales because Shenmue 3 probably won't break even to begin with (it wasn't the case with Shenmue 1 and 2 anyway, my guess would be that it's the same with Shenmue 3).