Originally posted by SwParallel:

Why does it always say I've lost connection with Steam when I'm clearly connected? The achievements pop out just fine. I just want to link the Square Enix Account.

Seems it's a common problem for those who live in China or Brazil:
https://ad.gamersky.info/@steamcommunity.com/app/554620/discussions/0/1474221865185396012/

Also, in before someone says "You don't need to link the account." You get an additional T-shirt for Chloe, called "Bird Skull" for doing that:
https://ad.gamersky.info/@steamcommunity.com/sharedfiles/filedetails/?id=1239887401

Anyway, if the problem persists, you should contact Square Enix about it:

North America:
https://support.na.square-enix.com/main.php?id=16741&la=1

Europe:
https://support.eu.square-enix.com/main.php?id=16341&la=2