You have two copies of the photo in Lightroom, one that is associated with the file (which I will call "copy 1"), and one that is not associated with the file (which I will call "copy 2"). At this time, you cannot link "Copy 2" with the photo because "Copy 1" is linked to the photo. We are not trying to re-link "Copy 2" (using the exclamation point or via any other means) at this time, which is simply not possible at this time.
The instructions I gave were to help you find both copies in Lightroom. Did you do that exactly as I described? Did you find two copies?