Facebook Messenger Mobile App not connected to business page

I set up and installed the Facebook Chat Plugin for Worddpress and it is successfully working. I can see go to my Facebook Business page and see notifications but messages are not showing up on my facebook messenger app on my phone. I am logged in with my fb business account.

When I go to Advanced Messaging on the Facebook page settings, it says no apps are connected to your page. Any help would be greatly appreciated.