The Crossover mode serves the purpose of signal tracing. Though logically one net, nets often are divided schematically at a resistor. The crossover mode skips these small blocks like resistors to link logically close related nets again to show them in their entirety. Since it is not beneficial to skip too many components - because the nets would get too large and therefore make the view become meaningless -, there is a pre-defined limit of how many components are skipped. It can be adjusted under "Start » Options » Net Selection".