Sony has a long running habit of not letting 3rd party developers either; 1)
have their source code, or 2) hand out their source code in bits and pieces, not delivering the final bit of code until the absolute last minute.
I'm not sure why they do this considering that a developer isn't exactly going to steal PSn out from under them. Then you take into account all of the developer complaints (not just Bethesda) that tell how the PS3 is a nightmare to program on. The divided HDD and 6-cell processor don't make for friendly coding environments.
It's Sony's fault that the PS3 didn't get the majority of the DLC for Oblivion. It's Sony's refusal to try to counter Microsoft's offer that led to the 30-day exclusivity go through uncontested.
I own two Xbox's and have owned a PS3 since it launched. However, I play most of my games on the Xbox simply because of Sony's overly-paranoid business practices that screw over their own Gamer customer base.
That and Xbox has Halo.

PS3 may have a higher number of exclusives, but Halo is the console exclusive that every other exclusive wishes it could be.

But blame Sony, not Bethesda.
Bethesda did what any smart business would do to remain viable for many, many years.