Sea of Thieves initially started as an Xbox One game and was available on PC through the Microsoft Store. Because it initially started on Microsoft’s systems, it relies on Xbox Live and you having an Xbox Live account. When Sea of Thieves came over to Steam, a few basic systems started to work differently. When you want to party up with friends, you need to go through a different method.
You won’t be able to send a friend request or an invite through Steam while playing from Sea of Thieves. It utilizes your Xbox Live account. When you want to party up with your friends playing the game and reach out to them, you need to know their Xbox Live account names. While playing the game, you can send an invite after creating a lobby for the game by sending it out in the lower left-hand corner of your screen.
You can use the same system while playing a game in Sea of Thieves. Hit your ESC key on your keyboard, and you should see an option called My Crew. Click on it, and you will be able to invite a friend to your game session.
You want to avoid attempting to call up the Steam friend list overlay. Instead, you want to rely on the Xbox Game Bar, which you can call up by using the Window and G key at the same time, or by hitting the center icon on your controller.