Hey Adrian and welcome to Steemit. A real validation of linking identity between your account here and your website would need something on the website pointing back here, like just a mention of Steemit or a plain text file hosted on the domain saying "Yes that's me on Steemit" or something like that :P

I don't really doubt you but that's how it's done. Saying "that's me" and pointing towards a site isn't quite enough to link an identity.