Plenty of PC games support cross-save support with their Nintendo Switch versions: you can play, say, Divinity Original Sin 2 on the bus with the handheld, and then access the same save file on Steam later in the evening. But Monster Hunter Rise won't support that functionality when it releases for PC in January.
"We've heard your requests for Cross-Save / Cross-Play for #MHRise and #Sunbreak, but unfortunately, after looking into it throughout the development process, we found we are unable to implement it this time," the official Monster Hunter account tweeted today. "As always, we appreciate your continued feedback and support."
They probably don't appreciate all the feedback coming their way—there's a lot of salty tweets in response to Capcom's announcement. Players wonder why the likes of Hades, Fortnite, Civilization 6 and The Witcher 3 can handle cross-save, but Monster Hunter can't.
Whatever the case, if you were hoping to play Monster Hunter Rise in handheld as well as desktop, you're probably better off waiting for the Steam Deck. After a period of Nintendo exclusivity, Rise releases for PC on January 12 and will support higher res textures and a much better framerate than its console version.