In order to get achievements in Stellaris you actually need to go one step further than with other Paradox titles.
First off, you don't need to connect your Steam-Account to your Paradox-Account as there isn't a feature to sync achievements anyway.
The things needed to get Achievements:
- Unmodified Checksum (yours is correct in the Screenshot)
- You need to play in Ironman Mode
- You need to have enabled Cloud-Sync in Steam (at least I had to a couple of versions ago, no idea if this still applies)
However, there are a couple of known bugs which prevent you from getting Achievements (because Paradox mess everything up). In that case you could consider using the Steam Achievement Manager for giving yourself the achievements you deserve.
As a sidenote to the SAM, I know it is controversial, but I really don't see a problem with using it to acquire achievements you were bugged out of (in first line in games like Stellaris where such Achievements can take days or even weeks to acquire).