The principals of Fusion GPS had a background in financial investigations, including helping the Israelis investigate terrorist funding, so it would make sense if the CIA, FBI, or MI6 initially contracted them in that capacity. Also, Steele helped the FBI with some investigations in Europe, related to this as I recall:
MI6 helped British agent who wrote the Trump sex dossier to spy on the Russians: He teamed up with ex-bosses to probe Putin's World Cup bid. It seems likely the Agency would have had a piece of that investigation as well--probably an information-sharing agreement between the several organizations. Finally, it should be noted that Fusion GPS was representing Venezuelan lobbyists--was that a CIA operation as well?