There are at least two large estates in Denmark named "Steensgaard" (see links on main page). There are also smaller farms named "Steensgaard" near both Bredsten and Kyndeløse in Denmark, and there are probably several other farms in Denmark with the same name. Furthermore, both owners and people with permanent employment at a farm may have chosen to use the farm name as their last name. Hence, many people with the name "Steensgaard" are unrelated (at least in modern history).
When the Danish spelling reform of 1948 introduced the letter 'å', the choice of whether to use 'å' or 'aa' in the name was made on an indidual basis, so some people may have chosen to use 'å' while their siblings chose to use 'aa'. Many people chose to simplify their name at the same time by using only one 'e'. Given that the spelling reform happened relatively recently, two people both named "Steensgaard" only have a slightly higher probability of being related than do two people named "Steensgaard" and "Steensgård", respectively.
There are also Norwegian "Steensgaard" families, but it is unclear whether they originated in Denmark or there are Norwegian "Steensgaard" farms.