Marketing, my friend, is the name of the game. If you could play cross platform, what would the incentive be to buy one particular platform over another? It would be great for the consumer, and I want it as much as you do. As much as they say it is about fair competition (as mouse is far superior to joystick in any game that requires fast precise reaction), it is really about making money. Microsoft wants you to buy their console, and Sony wants you to buy theirs. If they were cross compatible, then there would be no point to buying both.
You can actually google this and find info. https://www.google.com/search?q=cross+platform+multipla... None of it even mentions money. It's not about making you want to buy the same game on different platforms or wanting to buy one platform over the other. I don't understand why you would just want to make stuff up. It's politics and technical considerations. It really doesn't have much to even do with sony and ms because it's the devs that make it cross platform. There are only a handful of cross platform games and even ffxiv is cross generation. Because of the difference in operating systems, apis, hardware capabilities and architectures, past cross platform games have run into issues of delays and desyncs or biased performance and gameplay. You could even just look at all the complaints of porting games and you'd see why cross platform would be even more difficult. Some games like cs go were even cancelled because you can't push updates on consoles as frequently as pcs. But with current gens breaking some barriers, there has been talk about more cross platform games.