In technical issues, because I'm not entirely sure where this should go.

I went to log into my original SK account today after playing a while on my Steam, not realizing I could log into my account as it automatically logs me into my Steam one. When I did, I was greeted with a message for merging accounts. Well, I didn't know if I would lose everything if I did that, or if it would pull all my things from there to my Steam, or erase my Steam save. I checked in on it, left to run errands, and logged back in, then instinctively clicked the checkbox to "not remind me again". Well, I looked it up - and found out that it does, in fact, pull it over. Is there any way to link them up still, ie in-site, or no? If so, how?