I'm a PC guy, not a console guy. But they still fascinate me and I read a lot of the articles about them on the gaming news sites. Everything that I have gathered is that Sony and Microsoft are very very very proprietary about their "pipelines". While some of the details escape me, neither company wants to supply the tools, or infrastructure, to make cross platform with PC possible. Sometimes they also claimed it was due to inequality between controller and mouse/keyboard.
2010: "Microsoft scrapped plans to allow PC and Xbox 360 gamers to play shooters like Unreal Tournament 3 and Gears of War online together because during tests "console players got destroyed every time". That's according to Rahul Sood, founder of luxury computer designer Voodoo PC and CTO of gaming at Hewlett-Packard."
2013: "Corporate Vice President of Microsoft Studios Phil Spencer is open to the idea of cross platform play between the Xbox One and PCs. Spencer pointed to 2007’s Shadowrun, an online FPS that featured cross-platform play between the Xbox 360 and PC. Spencer admits that the cross-platform experiment didn’t go very well, but that he learned a lot from the experience."
Shadowrun was the only test I am aware of and MS refused to go beyond that test due to the results.