I started on PS5 first. You can connect accounts as long as don't have an active Sky account on both at the same time. I connected my PSN account to Steam (using the Android app) and I'm able to play the Steam Demo with all my progress from PS5 just fine. You cannot link accounts from the Playstation but you can do it from Android/iOS (you just have to login with your PSN account there). I constantly jump from PS to Phone to PC depending on where I am.
As for Sky itself, I agree it might be a bit underrated, but it's a niche game, not everyone will stick with it specially considering the grind post-game. I currently have 1 year and a half playing daily since it launched on PSN and just yesterday I finally managed to hit 200 light. I few weeks ago I also got all Tier 2 capes which amounts to an insane amount of hearts. I feel like I finally hit the "Veteran" status after all this time.
I don't plan to stop anytime soon since it's a relaxing game I like to play at the end of the day. I do the dailies, candle runs, Season Passes and the events when they popup for an hour or two and then I go play something else.
This is me