It's the way the games' network interfaces work. It's just an additional step.
Shadowrun for the 360 and PC was cross-platform. Ironically, it was highly touted at the time for being that way and for being the first Game for Windows Live that was released. Since then, it's been the only Game for Windows Live that you can play with console owners.
I really liked that game, too. Shame it had so many network issues. Everything else was solid, though. Pretty game.
I just put my money down on Dark Souls today. Traded in 12 games that were gathering dust and got $130, which surprised me. So I preordered Dark Souls and the Metal Gear Solid HD collection. I'm so psyched to play Peacewalker for the first time and go back to Big Shell and Groznyj Grad. I missed out on the Subsistence version of 3, too, so it'll be doubly awesome.
BUT DARK SOULS. COMES OUT TUESDAY. SEE YOU ON THE KILLING FLOOR, MOTHERFUCKERS.