Hey,
It does not appear that you have Cross Save enabled, the reason you are getting the error is because you signed into Bungie.net with your Steam account and you are trying to unlink that very account. To fix this simply sig out of Bungie.net and then log back in with your PSN account, this will allow you to unlink your Steam account and link the correct one.
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Can I transfer Destiny 2 account information from one steam account to another steam account?