I believe they do. I know that Crate were in talks with Sony some years ago, but they broke down. This from an interview Zantai did back in 2018:
" Why did you choose Microsoft’s console for Grim Dawn? Are there any chances to see it on other platforms such as PlayStation 4 or Nintendo Switch?
A big part of it is that it’s easier to port from PC to the Xbox. It helped that Microsoft was very interested in the port and helped us get set up initially. Sony contacted us initially, but communication broke down so we prioritized the Xbox."
And if you want a glimpse into the background of getting these sorts of things done, here’s a thread about Medierra, GD and Epic’s store.