Hey there, try logging out of the site, and log back in with Steam, instead of using the authentication step of cross-save. That will make it so Steam is auto-authenticated during the cross-save process and you only need to authenticate the other accounts. If you get logged right back into this account, things should be good. If it logs you into another Bungie account, or asks you to make a new one, or link an existing one, it means that account you just logged in with is a different one to the one you've got linked - hence the authentication error.