Playing same character on different consoles in CO-OP

Not sure if it is a bug or a feature, but I am not able to play my BL2 character with my own PSplus account on my friends’ consoles. Even the cross-save is not able to find my character on my friends’ PS4 which I uploaded from my own PS4.

Why is that not working? Am I doing it wrong or is that simply not working - and if so: Why? I mean we are paying a lot for PSplus and online features these days and playing the same character on multiple consoles should be one of the key features.

BR,
Alex