If you are trying to link your Microsoft/XBox PSO2 account because you played on that platform, then you need to launch a MS Store or XBox One version of the game to get the link code.
With the Tweaker, you can use the same install for the Steam and MS version, but you have to go through the proper steps for that via the arks-layer site.
Also, just in case it needs to be said, you cannot link a JPN SEGA ID account to the North American/Global Steam or Microsoft versions.
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