I see that many users would like to do this if they have a "favorite" article and would like to watch it in all languages, but I think it's a bit out of scope for crosswatch.

Crosswatch gets the watchlistfeed from the API, so as long as each wikidata connected page in the local project is automatically watched it would work. To automatically add and remove connected pages from the watchlist in the local project based on changes in wikidata would probably be easier to do in wikidata than reliably in an external tool.

[side note: crosswatch only retrieves the watchlist for projects in which the user has made at least one edit, so that it doesn't have to query all wikimedia projects.]