Valve have said that Steam users have nothing to worry about regarding the PSN leak. Furthermore it seems very unlikely that Steam and PSN would have much in common (except for third-party payment processors) given that until very recently, they were completely unrelated. There is no evidence that your card was stolen due to using it on Steam, and I would advise against assuming correlation is equivalent to causation.

Speaking from personal experience, your bank might not even tell you promptly if someone else has your card details, they might just block all the fraudulent transactions and not replace your card for six months.