I'm sure this has been asked many times before. Can't stress it enough tho, should be easy enough to implement and is really a requirement for modern games.
I play on multiple PCs and it's a pain to move around save files.
Recently I got my girlfriend to like spelunky so I got it for her on steam, but it's hard to get her to change around save files and ofcourse she needs her own progression when I've got a few hundred hours of playtime.
You should really just do it! Cheers on the awesome game