My Xbox and EA accounts aren’t linked. Will I lose progress if I link now?

When I installed and ran the game for the first time on Xbox, a very brief EA account log in screen popped up but disappeared. 
Just checked my EA Account online and my Xbox account isn’t linked, yet I’m still able to play the game (level 9/7/5 but softlocked on finer grind).

If I link my Xbox account to my EA account now does anyone reckon there’s a chance I lose my progress? 
I’m worried it’s made some random EA account for me as I definitely didn’t log in to EA via the game. 

I’m wondering whether this has got something to do with the soft lock or not being able to gain achievements.