I've noticed that whenever someone links a steam account on AG, (via their profile) it often doesn't go anywhere on steam. You have to try your luck manually searching for it and hopefully you'll get lucky finding it. For example, I can't even enter my own unless I actually copy the username in my url. Perhaps most just use their name instead of the url which causes the link to go no where.
Nevermind, it appears I answered and figured out my own question.
Instead of entering your display username, you have to enter the one that shows up on your url when sitting on your steam profile overview.