If the teaser from the Bayonetta Steam page wasn’t enough, more details have popped up which strongly suggest that the teaser was indeed for a PC port of Catherine. An ESRB rating for the game mentions “Windows PC” as a platform for the game.
Catherine has a rating of M (meaning “Mature”), since it has blood, partial nudity, sexual themes, strong language, use of alcohol, violence.
It seems that Catherine is indeed headed towards Steam, with an actual announcement coming soon.
(Kudos, Siliconera.)