Hello, I do not believe that this is a current feature of Canvas. I know I have seen at least one feature request for this https://community.canvaslms.com/ideas/11136 and there may be others. (I know, why can you manually add them and get that option but not cross-list or mass add and get that option).
I can offer a work-around that seems to work pretty well. Since most areas of Canvas can do the group interactions, like you mentioned, you can get Canvas to auto-create groups based on section. You just go to the groups and then have it auto-create the same number of groups that you have sections cross-listed (so if two sections are cross-listed, have 2 groups) but then click the checkbox that the students must be in the same section. This will create groups that match your sections and then you can use those to lock interactions.
Hope this helps!
-Nick
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