You have it wrong, the Xbox Live account link is only for logging in on Xbox 360. It has no effect on logging in on PS2 or PC. You can only link on a 1-to-1 basis, PlayOnline accounts and Xbox Live Gamertags. Linking the account has no effect on being able to log in on other platforms. If you tried on PC right now, you'd be able to do it with no trouble. Your character is tied to the PlayOnline account, not the Xbox account.