The reason Ark did it was because Microsoft owns Xbox, so your Xbox account could be used on both PC and Xbox to play.

Hold the Pair button down for three seconds to put the controller into pairing mode. Sign in to the Xbox network when prompted. Have asked on the official forum as well, guessing as its new (well crossplay is new) not many know how, or its some wierd method needed. Press the Xbox button to turn on the controller. Open Steam, and then launch a game that supports Xbox account linking (for example, Gears 5). Just note that you wont be able con restart Steam Link with the Xbox controller the first 2 minutes after shutting down steam link. Dont worry, just let it rest and it will shut down itself after 1-2 minutes.

It will not respond at all at this moment. Originally posted by David 'TheDave' Eastwick:The link says cross play not cross platform, same as ark (and believe me I have jumped between xbox and pc on ark tons, same character same server) given atlas is essentially a mod for ark (a bloody amazing one) it makes sense it would be the same. If you shut down the Steam link, the controller will flash searching his xbox.

Xbox steam link