Since you are Dutch, Dutch Law "protects" you as indeed you are right there should've been an obvious warning posted so you could've changed your mind about buying. Allas... "protection" between quotation marks. Nowadays in the Netherlands you need a substantial loss of about €500,= to be able to go to Court. And then there are the Laws that have Officially been interpreted as the in-game lootboxes being gambling objects. So 2 Dutch Laws say "Tough Luck" while only 1 says "You are right in trying to retrieve your money" ....

Steam vs. OPskins, haal je items terug.
https://steamproxy.net/groups/Netherlands/discussions/0/1696049513771934273/

Valve will block Steam Trading and Steam Marketplace for CS:GO and DotA 2
https://steamproxy.net/groups/Netherlands/discussions/0/1728701877450906720/

Possibly even 2 problems combined (i don't know the games but keys are for opening the treasure chests right?) : [olist]
[*] Between Valve/Steam and OPskins ;
[*] Between Valve/Steam and Dutch Kansspel Autoriteit (Gambling Authority) [/olist]

Ftr, OPskins is one of the very few honoust among 1000's of scammersites in the battlefields of DOTA, CSGO & TF2 (& PUBG).

Asking someone if it's legal/illegal makes you look bad, they can spin you a story, go with your story and call it illegal ( even though pretty sure their ToS say no refunds) so either wait with them on your acc til situation is clear or just take the L, just try to trade them if you can. When opening a ticket against such sites, always come when you know all the loop holes, they will spin you a story.