A few points;
According to the Steam website, it is available for PC, Mac and Linux. Steam Machines are a form of console that run on a heavily customised version of Linux, called Steam OS. While they have not seen a commercial release, there have been a number of beta machines made and used by selected members of the public. Maybe this is where the confusion lies? Unless you can run Windows, Mac OS or Linux on Xbox One or PS4, I can't see how anyone can be running Steam on them.
Some mods are distributed with executables included. However, these are a special case, where the modder is providing an installer which manipulates the mod files. Strictly speaking, the installer is not the mod. They're sort of getting out of what Bethesda would, very reasonably, regard as just a mod (which is just an asset archive like a BSA and a mod description file like an ESP). True, it's a nice semantic distinction (some would say splitting hairs ), but Bethesda saying they want all mods to work on console isn't incompatible with not allowing third-party executables. Steam Workshop didn't, until very recently with SKSE, allow third-party executables, but you wouldn't say that the 26,393 mods on there aren't mods. It just depends on your definition of 'mod' - ours or Bethesda's. As Bethesda are talking in terms of the definition of mod which they originally envisiged, and which they have used all along, I'd personally let that point slide.
A company can only be liable to be sued under the law if they have done something unlawful. It may be that there are certain ways of implementing mods that would have to be avoided in order to keep everything within current consumer law, and I agree that Microsoft and Sony may not be willing to spend the money to make sure everything is done lawfully, and so would rather avoid the whole issue. The point is, it is the company bosses who decide if the cost of doing it lawfully is worth the benefits in sales. The lawyers don't tell the company bosses "we won't allow you to do this", they just say "if you do this, or do it this way, you can be sued, but if you do it this way you can't". Then the bosses decide. If they see enough sales to make it worth doing things legally, there's no problem. If I'm wrong about this, then I'd love to hear from an experience practitioner of consumer law explaining why - seriously, I'm no expert and this stuff can be complicated, but I'm happy to learn
Ruining your savegame isn't an issue, as Bethesda have shown with Skyrim. They say not to remove mods and keep playing with the same save. If users ignore the instructions for use, then that's their problem. The same would be true for console. Whoever distributes the mods, or enables them to be used, simply has to tell users what they need to do to avoid problems, and warn them of the consequences if things go wrong. After all, if just using the unmodded game as it's meant to be used can result in a trashed savegame (which occasionally it can, I gather especially on PS3), then using mods after being warned "this can trash your savegame, we guarantee nothing, proceed at your own risk" is entirely the user's problem.
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But I do accept that it could be bad enough publicity that the console manufacturers would be wary.