I asked the same a few weeks ago. No answer yet. I guess devs are trying to figure out how to implement this and if it is even possible.
I could even buy a second copy of the game on Steam, but I think it is absolutely essential to guarantee that all my progress will be linked to my account no matter what platform I´m using.
I can tell you that it is 100% possible and I believe both platform provides the necessary API for it to happen, I play Path of Exile from their site, then from Epic Game Store and my progress does carry over, then from Steam and my progress does carry over.
it’s just the matter of whether they want to put some effort it it or not.
Though I wouldn’t be surprised if they ended up not doing it. I’ve seen many devs are just simply too lazy to read the documentations to bother with cross platform progress.