Hey, so you haven't really provided much information to go on but I believe you're asking if you've accidentally started a new 'PSO2 Account' on Steam, which would be a yes you have if you did not previously link your original account from Xbox / W10 to Steam using the link feature on the main menu.
If you have played on Steam before using your account then there should be no problem, unless you unlinked them.
If not then there's absolutely nothing you can do at this point if you have started a new one however, your Xbox / W10 PSO2 Account cannot be linked to your current Steam account.
This is of course, not true and something can be done about it but nobody wants to do something about it, so my advice would be that you can try contacting the support team, and if they reject your request then you can submit a GDPR related request for various data (Steam data) to be deleted (only the PSO2 Account Data stuck on your Steam account, not all but some specific data), and that may help.
I did this with Ubisoft and when they refused I contacted the ICO who made them fulfil my request or face penalty fines.
Of course, this differs per region, California has its own similar thing.