I got it to work, through an interesting way. I tried again and the same result. So, I installed Garmin Golf and was able to successfully login. From there, to link my device, it asked to open Garmin Connect, so I did. I had the profile already showing so I clicked on it. It started to do the same thing, so I jumped back to the Golf app and it showed my watch connected.
After, I went back to the Connect app and low and behold it worked.