I'm honestly not too hot on Jessie and Alan crossing paths. I really like the idea of the two titles being explicitly connected, but feeding off each other passively to expand upon each others own narrative, of which remains unique to their relative protagonist's experiences. The Alan Wake stuff in Control, in all its multiple glories, is great because it expands both narratives. It obviously deepens the implications and context of Wake's experience, Bright Falls as a location, the clicker, and so on. Particularly in the concept of other dimensions and worlds, and Wake's adventures through places like the Oceanview Motel. But it also expands Control's own lore passively. Tying in the Bright Falls events as an AWE expands upon the concept of what an AWE is, and what implications there are on people and the physical world.
What I mean by this is the context and link between the two series is very different for the protagonists of each story and us the player. We are given extra context for Alan's journey, but Alan's character stays limited in their worldview and scope. Same for Jessie; we can see the important correlation to an event like Bright Falls AWE, but she doesn't understand the intricacies of Wake's experience.
And given the totally subjective mystery behind each AWE and object of power, only ever hearing part of a story, and that in of itself adding to the creepiness, I'd kinda like it to stay that way. That each series operates independently, but part of a greater whole. I don't need Jessie and Alan to meet, or to join together in a big story. What I'd love to see is Jessie continue a story in Control as a series, and Alan to continue through Alan Wake, and the ties obvious and detailed to us, the player. But in the grand scheme of things both still have their own journey, not reliant on or involving the other too dramatically.