I bought the collection bundle on Steam, then transferred my old Xbox account to play on PC before creating a character on my steam account. I have all the other DLC running fine using my cross-saved account on steam except the dungeons and included legacy passes.
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Fill in the form linked at the bottom of the following page: https://help.bungie.net/hc/en-us/articles/360049497351-Contact-Form-Missing-Eververse-Item-or-Add-On-Items and mention that the passes are on the dormant Steam account rather than the Xbox account which is your active cross-save profile and you would like them to be moved over. Bungie will then review the ticket Monday - Friday during business hours, in most cases they will simply just apply the passes/dungeon keys to the Xbox account.