I've no experience of doing anything like this. But, I certainly share your scepticism!!
For me, there are 3 routes to making homebrew these days with regard to malt & other gains/adjuncts:
1. All extract - liquid or dried (which includes liquid kits)
2. All grain ( a slight misnomer, really. What it really means is that you mash the base malt yourself, together with any other malts, grains or whatever other starchy ingredients you fancy)
3. An enhancement of all-extract, using malt extract and then steeped grains to add extra flavour/character. Sometimes called "partial mash". Which it definitely is not - no "mashing" (i.e. converting starches to fermentable sugars) involved at all! The steeped grains are typically forms of caramelised malt, whereby the the malting and then heating process has converted the starches in the grain to sugars. So, you don't need to mash them. In fact, it would be a waste of time - the conversion of starches to fermentables has already been done.
What this means to me is that, to make any sense, all steeped-grain recipes need to be done using caramelised malt. However, your flagged recipe proposes flaked oats, flaked wheat and naked oats as steeped grains. Personally, I fail to see the point - and I agree that the most likely result of this will be murkiness rather than any flavour enhancement.
Mind you, with an OG of 1.092 and an expected ABV of over 9%, I'd imagine that the appearance of the beer would rapidly become totally insignificant. Indeed, after a pint I reckon I'd cease to care what it even tasted like!
