Hey there. The season passes and dungeon key count as in-game purchases that are applied one-time to the active account when you buy the Annual Pass edition.
You did this first, applying the passes to Steam, and then cross-saved to bring your Epic characers over. This made your Steam game data go dormant and become inaccessible, and it took the passes and the dungeon key with it. The incoming Epic account did not have any passes, and does not receive additional copies of the passes.
If you'd cross-saved first, then the passes would have been applied to the Epic account instead.
You could check this page and use the form provided and see if something can be done.
https://help.bungie.net/hc/en-us/articles/360049497351
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thanks, we thought that was it, but wanted to make sure before doing a ticket. I have now made one, hopefully it gets resolved. :)