Hi Heather,
The reason for this is that the alias that you are trying to add to your account is already associated with another Microsoft account, which is the UK one. It is sending a one-time code to the recovery email associated with the Microsoft account.
I'm afraid there's not much you can do in this case - maybe try a cold email to the account and see if that helps.
I hope this information helps. If you have any more questions, don't hesitate to reach out.
Otherwise, please take a moment to rate the answer. Wishing you good luck!