theres a way you may not like it but its the only way, make a new steam account.
i personally never had the option to link my xbox account to my steam and i tried multiple accounts until a day or so later which my newest account allowed me to but i didnt go through.
thats just the work around i found, its kinda not ok to block users from transferring if they a like me never had the message pop up and b didnt read the agreement and made the error like you.
imo its just not ok to block transfers at all because it is kinda confusing and sucks you need both versions installed