What they have to do?
Not much, just release a game I want to play, in my store/client/platform of choice.
But, considering all the indicators coming out of Bethesda in both fronts (all pointing to them releasing their games exclusively on their launcher, and going strong on online elements or games, and GAAS, leaning heavily on monetization and micro-transactions; they aren't hiring all those monetization experts for nothing), I don't see any of the above happening, so my wallet will happily remain closed.
A few years ago, Bethesda's games were a great example of single-player games done right by a big publisher. I pre-ordered every title they released, games like: Dishonored, The Evil Within, Prey, Wolfenstein: The New Order, and its DLCs and sequels.
But, they weren't happy with sales, and progressively have been going in the direction every other big publisher has been going for: mobile games, online-only games or games with a strong online component, and in-game monetization.
In a way, I can't blame them for it. Every big player in the industry has been making a killing with free-to-play games with monetization elements, cosmetics micro-transactions, and multi-player games. so they are just another one going for the same thing.
At the same time, as a gamer that doesn't play mobile games, and pretty much exclusively plays single-player games, what they now offer doesn't have any appeal to me, so of course I won't buy them.
Add to the mix the Bethesda launcher, and the appeal is even smaller to me.
I have no big problems using other clients (outside of the EGS client, which I simply refuse to use and support, purely out of a question of principle), although I prefer to use Steam, among other things for convenience, and because I expect Valve to be around for a while, so I'm hoping I won't lose access to my games (like I did with purchases from, say, the Telltale Games store, from Desura, and others).
But at the same time I do have a bit of a problem when a company decides that I'm only allowed to purchase their games outside of my clients of choice. It makes sense for them, they get more money out of purchases. But, it's at the expense of my preference and convenience, so between buying a game on the Bethesda launcher, or buying any of the dozens of great games that launch every week on Steam, I'll go for the later games any day of the week.