Account Linking With Progress

Hello, 

Sorry if this is a common query, but ive started playing Marathon on steam, and my name is "redacted XXXX". I have not linked my steam account to any Bungie.net account before, and my main bungie account is an xbox associated one.
I have not played marathon on any other system. 
Im wondering if i link my steam account to my xbox based main bungie account, will I lose my current marathon progress? or will it merge? 

Thank you