Thanks for the reply!
So DLC is usually not cross-compatible across different launchers which is why you may be seeing this error message also.
As you have 2x copies of the game on the same Ubisoft account, you should have 2x game tiles for For Honor in the Ubisoft Connect launcher - one purchased from Connect, one from Steam.
Can you check if you have 2x game tiles for For Honor, in your games library, in the Connect launcher or do you have a screenshot of this?