Couch coop characters not available online?

I first started to play the game which I bought on Steam, played couch coop with a friend.

My friend and i sometimes play together on her Xbox, couch coop. I used my Microsoft/Xbox account to log in on her Xbox to be able to play couch coop. We created new characters for that game.

I bought the game on Steam and linked my Xbox account on the path of exile website.

Yesterday we tried to play online together and I
was just able to see the characters that we created during our couch coop session at my place and she was just seeing the characters we created during our session at her place.

So even we both linked all of our accounts on the path of exile website the characters do not transfer?

When I go to the path of exile website and have a look at the characters tab, I can only see this one character that I created at my place. In-game I can also see the character that she created at my place.

What am I missing here?