Good to hear I'm not alone in this
Unfortunately it seems that no others are interested in this or are not sharing their play-through between platforms. Doubt the devs will give any attention to this
A workaround that I have in mind at this time could be acceptable but will need much testing.
The good thing is that Steam cloud syncs all folders between the platforms. This allows me to use rsync on the linux end to sync the savefiles over to the correct dirs.
rsync -ruvha --progress ~/.local/share/PillarsOfEternityII/SavedGames/* ~/.local/share/Pillars\ of\ Eternity\ II/
This should allow us to create a startup script on the linux end which syncs the save games over tot the windows dir after the game exits.
#!/bin/bash
~/.local/share/Steam/steamapps/common/Pillars\ of\ Eternity\ II/PillarsOfEternityII
rsync -ruvha --progress ~/.local/share/PillarsOfEternityII/SavedGames/* ~/.local/share/Pillars\ of\ Eternity\ II/
exit
Unfortunately the game does not start when running the binary directly.