The only problem with cross-compiling on just one system is that there is no guarantee that the result will actually work as it should on the other platforms. I know for a fact that I have sections of my Mac code that are different depending on whether they are being ran on an Intel based or PPC based Mac, and I didn't know that I needed to do this until I tested on the other platform.
So basically, cross-compiling on one system complicates the testing because you can't do it unless you already own those systems or have easy access to them. You could just give the results to people that have the other platforms, but if they have a problem isn't it a lot easier and quicker if you can see the results yourself immediately rather than having to keep waiting for feedback?
At the end of the day, you're better off having direct access to all platforms that you're making your games for, so you haven't really gained much by having this functonality built into the compiler. Just my opinion.
So basically, cross-compiling on one system complicates the testing because you can't do it unless you already own those systems or have easy access to them. You could just give the results to people that have the other platforms, but if they have a problem isn't it a lot easier and quicker if you can see the results yourself immediately rather than having to keep waiting for feedback?
At the end of the day, you're better off having direct access to all platforms that you're making your games for, so you haven't really gained much by having this functonality built into the compiler. Just my opinion.