I bought the Master Chief Collection on PC for the pure purpose of playing co-op campaign with my friend on Xbox. I opened it up only to be faced with the disappointment of the error message saying that cross platform co-op in campaign or Spartan ops is not available. 
 I am surprised that they added cross-play multiplayer before campaign, as people would have an advantage on pc or Xbox whereas in campaign, you are working together.

In conclusion, I think MCC would benefit greatly if cross-play campaign was added for Halo CE, 2, 3, 3 ODST, 4, and REACH.