If you are trying to activate cross-save, you need to have at least two different platform accounts linked. If you only have an Xbox account linked, then you cannot proceed with cross-save, as you have no other account to cross-save to/from. You’ll need a PSN and/or Steam account linked, and authenticated, in order to continue. If you have not already done so, I would suggest reading through the cross-save FAQ, found on the main page for cross-save. Just to make sure that you understand how the feature works, and the limitations of it, before proceeding.