Can I transfer my account from EGS to Steam?
Converse with fellow players
It is possible to, you need an account link code from the version you're converting from. You should be able to find the option in 'Support Menu' just before the character selection screen. The PSO2 Tweaker makes the process seamless and straightforward.
Universal account linking instructions here: https://pso2.com/manual/game/linkaccounts
You will need the game installed on both ecosystems simultaneously to perform linking.
The guide describes the ecosystem with your account and character data as "the platform you are linking from" and the ecosystem you have no data as "the platform you are linking to".
You can't "transfer" your account persay, but as @Miraglyth just mentioned you can link your existing EGS account to the steam version. That will allow you to play PSO2 without needing to use the EGS version.