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The error message you receive will pop up if you're adding multiple accounts for the same bank in your QuickBooks Online (QBO).
To connect multiple accounts for the same bank, you'll want to add them as a sub-account. Before doing so, I recommend checking with your bank and see how they send your download transactions.
If they download it to only one account, you can connect the main one. However, if it's not individual accounts, link the sub-accounts.
For additional reference, check this article for the details: About bank or credit card subaccount setup.
Once done, check this great article for guidance in reconciling accounts in QBO: Reconcile an account in QuickBooks Online
Let me know if you other concerns or questions in the future. This way, we'll be able to resolve it as soon as possible.