There are several reasons, just like Xbox360 and PS3 games cant play against each other on games like COD4/5 etc.
Console to Console is a little easier to see why. MS charges Xbox uses to play online a fee each year, in return the games get use of their servers which in theory provides a better service (stability etc)
PC games are a different kettle of fish. Games ported from console to PC and vice versa should in theory work, but given the average PC gamer has better hardware etc and often can chose which severs to use, where consoles are often limited to a set group of servers either owend by MS of indeed the publisher.
I for one would love to be able to game against Xbox users and pc users on my PS3... but until all the parties involved work together i doubt it will happen anytime soon
I remember a game, working for Xbox360 and PC that were running side by side online. It was Test Drive Unlimited... I experienced that with a friend of mine, I was on my computer and he was on his console... the only game I've heard but...