both of your links go to bungie.net.
Your cross save is currently enabled with your Xbox characters as your main save.
If you are referring to seeing your battlenet characters when you are completing the pc move steps, that is normal and how it should be.
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Sorry I might be slightly confused now, but If I have my Xbox Characters as my main save am I able to use them on my steam or did I set it up entirely wrong and shouldn't have used the PC move feature anyways?
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Cross save and PC Migration are separate things. If you have a battlenet account, you need to migrate it to Steam. That process takes everything from battlenet and moves it (characters included). Cross save will let you play your chosen characters on any platform (steam included)