I cannot follow the instructions given because my microsoft account shows no devices are listed just like you!
I thought that this issue was why my phone link crashing on my computer, but my husband tried it in a different profile on my PC and I was able to get phone link to work again.
I think something is corrupt in that other profile. I'm not sure what to do about that.
Either way, we really should be able to delete old devices. Mine now lists an old computer and 3 of the same computer as I have been trying to make this work again with different profiles!