That only works for Steam accounts created before 2019 (April I think). Back then, buying the game on Steam gave you a full Frontier account version of the game.
Since then, the Steam version of the game requires Steam to validate your copy with Frontier. Likewise, the Epic version of the game requires Epic to validate your copy with Frontier. Although they still link with a Frontier account, the validation procedure is different so you can't use Steam to play your Epic account, or vice versa. And you can't start the game with just the Frontier account (Epic or Steam not running) anymore (you can if you purchased it on Steam before 2019).