Why doesn't Sony go multiplat? There's money on pc and Xbox to be earned.
Why doesn't Microsoft release Forza gears and halo when there's millions of ps players?
Same reason both companies selectively pay for timed exclusivity as opposed to aim to acquire lifetime exclusivity for every successful title. At the end of the day it's a more cost effective way to gain a competitive advantage. Just having something first because sales are heavily front-loaded and fans don't like to wait.
The point with the Zenimax purchase is that they've paid a shit-ton of money for more than just the IP, its a group of companies each with their own business plans and staff to support multi-platform operations. Suddenly dropping one of their most profitable markets is going to create a lot of turmoil and redunancy, devaluing the purchase.
Branching out Forza, Gears and Halo to platforms beyond what they already support would be equally disruptive because these companies have no experience or specific expertise developing outside of MS ecosystem, these are not like-for-like developers
MS is in the business of making money, not kowtowing to their most desperate fanboys. They will take the path that makes the most sense to them fiscally. As owners they can pick and choose strategically, assuming they are going to hurt their bottom line in order to stick it to a company who they don't consider a direct threat is just dumb.
The battlefield is no longer only about competing consoles, its about Amazon, and Google, and Apple and the rest of the behemoths who may decide they want a slice of the games as a service pie. Sony already have their own slate of titles and studios, and because of that are less likely (and able) to just buy themselves a place on the top-tier.
Keeping Zenimax product exclusive is not going to put Sony out of business, their absolute best case scenario is that Playstation gets closer to being another Nintendo, floating primarily on self-owned/controlled IP. They can't buy every third-party publisher in existence, so even that is extremely improbable.