Hello @kinhhivello,
Welcome to the Auth0 community!
The problem might be related to the way in which the linking is done. Check the following Knowledge Solution as it should help in solving your problem: Account Linking in Actions - How to Keep the User Logged In Loading
If not, check out this solution related to Account Linking and the setPrimaryUser attribute: Account Linking with Actions: setPrimaryUser Update Lost Between Redirects
I hope this was helpful.
Thanks,
Tudor