Historically, the problems have been cost effectiveness and legal restrictions. Things are slowly changing, though, even if it's not necessarily reaching the big-name games.
https://techcrunch.com/2016/03/14/xbox-live-now-supports-cro...
https://www.giantbomb.com/cross-platform-multiplayer/3015-41...
http://www.mweb.co.za/games/view/tabid/4210/Article/27894/Al...