I believe (and it's been awhile since I used desktop for anything other than conversions) that the feed cannot see the existing account, so you have to first disconnect it from the direct connect link.  Go to Chart of Accts., find the acct., edit it and disconnect it.

Then try to pull that file you downloaded back in and the system will now list that acct as a possible acct. to connect to.  Then you can import it to the existing correct acct. 

I remember having to do that now and again in the desktop days.