So the only difference is your save files might be located in different places on your computer.

If I own the game on Epic, can I transfer that to Steam or get a free copy on Steam?

No, you can't do that.

I have no idea how that would work.

Another thing to consider here is Epic and Steam are competitors.

You've given your money to Epic.

Why would Steam give you a free version?

That's just not going to happen.

If you own it on Epic, it's yours on Epic.