Problems linking steam + xbox live accounts with multiple users on the same PC

So an uncle gave me and my brother a copy of sea of thieves each in order to play online with him. My brother has already played with him a few times, and today was my go. But when I started the game, steam was about to link MY steam account with MY BROTHER'S xbox live account. I just closed the window, since there was only a "confirm" button - there wasn't a "change account" button. I never clicked the "confirm" button. I have an xbox live account created and I checked it out just now, but I can't find a way for steam to understand that I want to link a different account to my steam. That window asking me if my brother's account is the one to link to is the only thing that comes up. Any tips?