He's right though, and you're wrong. The CS EULA can only be applied to things directly created by the CS. Sticky as legal issues are, it can't even be applied to game assets - that's what the game EULA is for. So the only thing the CS EULA can lay any claim to at all are the ESP files generated by it.
EULA and Copyright are different issues, which are only loosely related. (And it's not clear that "accept on install" EULA applies when someone else installs the software, especially when it's difficult to find a definitive copy of the license when using the software.) That said, when an EULA grants copyright permissions, the absence of the EULA means you do not have those permissions.
Meshes/Textures/Audio are generated using external utilities, and unless you're using a game asset as your base, are entirely original works. Copyright on those falls to you, not Bethesda, and their license cannot cover it AT ALL. All of these files exist independently of the game itself and could be used in any sort of project.
You do not need EULA at all for copyright to be valid.
License, in the context of copyright, is a granting of permission. So if you wanted to be a real stickler about the mechanism you are describing here, you could say that Bethesda has not granted permission to generate mods using those other tools and thus distributing copies of those mods is a violation of copyright.
Of course this gets into other issues. In some cases a person could generate an alternative setting for the mods, where people would use them without them being a mod of Skyrim, and this might be enough of a technicality to avoid copyright issues (where the mod is providing completely new content, instead of altering an existing asset). But the big issue here is that permitting mods benefits Bethesda, as a business. They are not the only company that sells moddable environments, and it's a big business in general (Second Life and Minecraft are other examples of this kind of business). So while they might have the legal right to demand people not mod their games, it does not make business sense for them.
Bethesda zenimax's legal team clearly doesn't have enough to do judging by how theyr spent months chasing up Mojang for using the word "scroll" in a development title, seems like a fair suggestion
/canned laughter
This (somewhat bogus) idea has way too many people believing it.
The trademark you are describing was rejected by the U.S. Patent and Trademark Office before Zenimax even heard about it. It's not even an issue in the U.S.A.
Zenimax took it to court in Sweden. In Sweden, most people do not speak english and, thus "Scrolls" is not a word for most of the people there -- the word there would probably be something like "Rullar".
So, I think that the court action doesn't really have anything to do with the normal meaning of the word "Scrolls".
Also, if I understand how trademark law (and, especially, if I understand how Swedish trademark law) works, they do not have to "win" the court action to "succeed in their efforts": If the court says that "Scrolls" does not infringe on "The Elder Scrolls" that means that future court actions cannot claim that the "Scrolls" trademark weakens the "The Elder Scrolls" trademark. And that's what Zenimax is trying to achieve with this court action: they are trying to prevent their trademark from being weakened. So they just need to make sure that they have diligently presented all the relevant facts to the court, so that the court decision (whatever it is) is not overturned later, and so that they do not have their case (or later cases) rejected on the grounds that they were not diligent enough in their handling of the case.
That said, if I am overlooking some important information here, please fill me in.