If Steam is the platform that you initially started playing PSO2 on, then you need to download the MS Store (or XBox) version, then:
- Run PSO2 on Steam, go to the the Support Menu, and get the Account Link Code (this code expires after 15 minutes).
- Close PSO2 on Steam.
- Making sure you are logged in to the MS Store and XBox App with the correct Microsoft Account, run PSO2 on the MS Store (or XBox) , and enter the Account Link Code on the pop-up that asks for it.
If you start playing the MS Store (or XBox) version of PSO2 without linking to your Steam account (ie. you proceeded pat the Account Link pop-up without putting in the code), then you are out of luck and can no longer link those two specific accounts since it will have created a new PSO2 account permanently associated with your MS account.
Here is the survey: https://ngs.pso2.com/cbt/news/announcements/ngscbtsurvey