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The way this works is pretty straightforward. Your seed phrase and your accounts are linked together using math. If you put the same seed phrase in you get the same accounts out, whether it be through Coinbase Wallet, Metamask, Ledger, Trezor, whatever.
The problem is that your Coinbase wallet’s seed phrase has been stored on your computer, exposed to your web browser, and who knows where else. The whole reason people buy Ledgers in the first place is so they can get a fresh seed phrase that has never and will never touch their computer.
New seed phrase means new account, no way around it.
You may think it’s inconvenient to start fresh with a new seed phrase and transferring everything over, but it pays off in the end when you have all of your assets protected by a truly secure, truly offline seed phrase protected by your Ledger. Do yourself a favor and do it the “hard way.” Set up a new seed phrase on your Ledger and move your assets to the new accounts. I promise you it’s not actually that hard to do.