Bethesda was under the list of official PSP developers too back when it was new, but how many PSP games have they developed? None, not even the PSP version of Oblivion (which was cancelled) was developed by Bethesda but another developer studio called climix Group. They did publish Star Trek: Tactical Assault to the PSP, though.
All the Natal calculations has to be done by the 360 hardware too, which will take a "percentage" of performance away from the system that can be better spent elsewhere, like the graphics, AI or whatever. And I'm sure Bethesda feel the same way there too.
If you gonna do a wishlist of things you want in the next game, use the TES V Ideas and Suggestions thread.