Hi there. The reason why you are receiving that error is because you only have a Steam account linked to your Bungie profile.
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I cant link my xbox account because of the error
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Gotcha. You may want to try the following: - Clear your browser's cookies and cache and try again - Open an incognito private window and try again - Use another browser and try again - Try the official Destiny Companion app to authenticate
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This did not work either
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Have you tried signing into Xbox.com or Microsoft.com first and then attempted to authenticate?