Steam does allow cross-play. There's multiple games on GoG that are cross-play with Steam.

As much as I dislike Steam, we should all be grateful Valve turned down Microsoft's buyout offer, otherwise Steam would be 1000x worse than it is.

I am surprised any are cross platform. Steam isn't very flexible. That's good that they are doing that now. As far as Microsoft? I am glad GOG would never sell out to Steam, or Microsoft. My opinion isn't great at present with either of those companies. This and the slowly dying PS3 Network are all I buy digital from now. Mostly GOG, as PS3 is killing online play to MANY games 1 after 1, and as far as I see? Nothing new really getting added now there. Steam I won't buy from now at all, and microsoft? Getting to be the same to me. My girlfriend gets Xbox 1 games from them. I am a playstation 1, 2, & 3 guy. PS4 getting too greedy like everyone else. So mostly PC for me now from GOG, or direct from the game creators when possible on new releases. lol