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It was never that Steve didn't know where his parents got their money from. It was that he'd assumed they weren't expecting him to be part of it after they left him in Hawkins with promises of monthly visits that never happened.
Then they're in his hospital room after the upside down is finally closed, congratulating him on making profitable contacts and getting the police on his side without bribery.
Then Eddie is latching onto him, asking why Reefer Rick has said he's higher in the supply chain now, when he'd decided to get out of dealing after Chrissy. Steve hadn't been enthusiastic to explain his parents business, any more than he was over them trying to ensure his new friend remained in a role they found profitable.
And Steve is just wishing that they could keep the crime out of anything they're doing, when Robin suggests a method that even Nancy and Dustin think will work: running their own business. His parents would view it as a front and expansion, but they could make it genuine instead. After all, Hawkins is only a small town so it's easier to make money legitimately than however his parents expect him to, and they can still do business in its back rooms if they really want to.