but it probably is really hard for Bethesda to implement it.
This.
Skyrim was built and coded for single player. To implement multiplayer they'd have to do one of two things.
1)Either tear apart the game code and rebuild it with the neccesary multiplayer support and code built in.
2)Or try to shoe horn it to the existing code.
Neither process is worth the effort needed. Option 1) would involve basically making the game again and option 2) is just a sticky plaster at best.