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Hi @bacon6actual,
Which version of Windows are y'all using?
Open Windows Settings > System > About.
If it's earlier than version 1607, make sure that you're using the same account that you use with Power BI.
From Windows Settings, > Accounts > Add a work or school account.
Then from Accounts page again, select Add a Microsoft account and sign in with the account you use with Power BI.
If it's later than 1607 version, do only the first step.
I checked with the Escalation Engineer and here is his respose....
there isn't a way to merge them. It is also a known issue of not being able to log into mobile with Gov account. listed as a limitation right now.
https://powerbi.microsoft.com/en-us/documentation/powerbi-service-govus-overview/