As title says.

We're both on steam, crossplay is not enabled, my name shows up in the 'shared with' menu on his game, yet when I try to load a multiplayer game I have no saves available.

For what it's worth - this remains true after enabling crossplay and logging in with microsoft accounts

Third edit - Microsoft accounts did solve it, friend just hadn't shared properly.

 

I think it would be worth putting a notice in the game that shared worlds are dependant on microsoft accounts.