The windows save is just in your AppData folder which is hidden by default but definitely accessible.
I walked a guy through transferring the save both ways (before u31 dropped though) and it worked. Just had to rename the file and change file type as described here: https://www.reddit.com/r/DeepRockGalactic/comments/e7hptr/how_to_transfer_your_steam_save_to_windows_10_and/
Seeing as it's so easy, it would be nice to get some official support here. Maybe something like making both files .sav format as less windows-savvy people sometimes have issues with that part (you need to enable a setting to change extensions in explorer).
Cross-play (or cross-ownership at least) would be ideal of course, but this does help smooth things over.
Good to know, thanks!