Hey KidiSgOodboY,
It sounds like your PlayStation account is already linked to a different EA account than the one your Steam account is linked to. In that case, your progress for the games you play through each platform (Steam vs. PlayStation) has been stored on the EA account they're linked to, respectively.
So while you could unlink your main PlayStation account from the current EA account it's linked to, and re-link it with the account your Steam account is linked to, that would mean that whatever progress you've accumulated with your main PlayStation account so far would stay with that old EA account and be lost. This page has a bit more information on the risks of unlinking an account, along with the final point on this page with more Apex-specific information.
Please note that the same is true if you unlink your Steam account from the EA account it's currently linked to.
If you still want to link Steam to the same EA account as your PlayStation account, you'll have to unlink your Steam account from its current EA account and re-link it to the EA account your PlayStation account is linked to. You'll likely need to contact live support since unlinking Steam will lead to a 6-month cool-down before you can link it again.
Let us know if you have any questions, as this can get a bit confusing!