As a consumer I'd like to see it but I see why they don't. Honestly most average consumers, not us here at OS, really don't think much about it and keeping everyone in the PS4 ecosystem encourages sells when they are the market leader.
Think about it this way, if you wanted an Xbox One but all your friends had PS4s but you knew you could play anyways you might go buy an Xbox One. If you cannot then you will go buy a PS4.
The simple fact is that it makes very little business sense whatsoever for Sony to allow crossplay and despite it looking bad the bottom line is the business decision is sound.
Inversely it makes the exact same business sense for Microsoft to endorse and encourage it...

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