Well, apart from the whole lack of crossplay between EGS and Steam versions if you want to play any sort of multiplayer with friends or the community. When I have to make sure I own the game on the same store\platform as them to play together that is when I get annoyed. Not a uniquely EGS problem since Microsoft has been very guilty of it in the past with games like Halo Wars 2, for example.
However, Epic’s push into the market is starting to exacerbate the problem after most developers started giving up on using 3rd party online services and relying on Steamworks for their multiplayer back-ends. I excused it for older games coming to EGS due to costs of retrofitting crossplay in, but the fact a new game isn’t offering it either is annoying.
Probably more a SEGA\Creative Assembly thing in terms of who to blame for splitting the online playerbase, but still an annoying by-product of the current PC market.