I had the exact same thing happen last Friday trying to purchase the Vision Jet through the Marketplace. Steam took my payment, but Marketplace never gave me the Vision Jet to download. I have contacted MS Support and filled out a request to either get me my aircraft or give me a refund. I have not heard anything back as of today. This will likely be my last purchase through Marketplace, if I can't purchase directly from the developer then it will be a no purchase decision, so frustrating.