Rockstar created an easy way for Xbox 360 players to get their online character on Xbox One OR PS4 and same for the PS3 players on Xbox One OR PS4.
So why not you Gearbox Software ? :)
Seriously a lot of players are affected by what is probably the only bad thing about Borderlands : HC. Please do something so hundreds of hours of game don't get lost ! Make it possible ! Xbox 360 saves on PS4 and PS3 saves on Xbox One !