Hi, Agata
The screenshot says the Microsoft account you entered is already connected, even though the game has not linked it to your Steam account. That does not tell which connection is causing the conflict, so I would not create a new account or assume the Steam purchase is the problem.
Here are some suggestions you can try:
Close the game. In the Xbox app, check which Microsoft account is signed in, then sign in with the account you want to use for Dungeons II. Restart the game through Steam and try linking again. If you have another personal Microsoft account, check that one too.
In the game’s Settings, look for the account sign-in option mentioned in the error and make sure you are signing in with the intended account. Avoid unlinking anything until you know which account holds your progress. Dungeons II uses linked platform accounts to carry a hero between platforms.
If 0072 still appears, contact Minecraft Support. Include the screenshot, your Steam profile name, and the Microsoft account email you tried, but never send your password or sign-in code. Ask them to check which account is linked and whether the connection can be corrected.
Please be advised that this is a user-to-user support forum. Moderators and contributors, including external Microsoft employees, are not allowed to directly interfere with Microsoft product features or access back-end systems. Our role is limited solely to providing technical guidance on reported incidents, requests, or ideas.