It might depend on the game itself. Steam and GFWL are moreso wrappers around the game which make it easier for friends to locate the same server that either of them are on. Technically the games themselves are just clients that connect to the hosting server so in that sense it shouldn't matter if you are playing a steam or GFWL based version to find friends on the other platform. As an example think of UT3. We have the vanilla and steam versions. All players can play on any server regardless of which version of UT3 they are using.
