Aside from a single issue this weekend (where it didn't seem to sync my data from Vita to PS4) this has worked perfectly for me without me doing anything, so no you're not missing anything that I'm aware of as long as you have the auto cross save option enabled in the settings that should be all that's needed.
I enjoyed playing this on my Vita initially, but the performance there is surprisingly painful after playing it buttery smooth on the PS4. I also now know what random muscle spasms do, because they do fuck all on the Vita.
Also, playing on the Vita d-pad for too long hurts my fingers. :'(
Fantastic game though. Currently trying to best the tower.