Hey @PortakalRengi123,
EA Play has a game list that may change from one platform to another, so the subscription is unique to the platform it was purchased on initially.
If you've picked up EA Play on Steam, you'll have access on Steam but not to the EA Play list on PlayStation, Xbox, EA app, etc.
You can check out the EA Play game list here to see what's available on each platform.
As far as linking accounts, keep in mind you can only link one of platform to each EA account over its lifetime. If you had a different Steam account linked in the past, you wouldn't be able to link another one to the same EA account, for example.
What error are you getting when trying to link accounts?