I sent an email earlier, asking to post here instead:
I followed a template a while back (and I could be wrong by skipping this), but I found something very important for you to add to your Steam+Photon template: customAuth.UserId = pfid;
Simply just this after the customAuth obj is created before connecting. Without this, you'll be able to see friends, but you'll never know their status and they'll always show offline without it.
(Recently asked) I feel it's a good idea to set the default UserId on the AuthenticationValues across the board for all projects (opposed to null being default). However, I wouldn't force it (override it) -- just set the default value over null, just some people may have come up with a more-clever system.
However, it's 100% better than leaving it null, at the very least.
PS/OffTopic -- Odd I can't add Photon as a topic -- I bet it's a popular topic. While you're at it, perhaps even add Steam as a topic (although not for this topic).