A number of AAA games have done it, and it worked. Recent examples? Witcher 3 around 10 million in sales, The Last of Us 8 million sales on only 2 platforms (ps3, ps4) as of August 2014.
I don't think Bethesda would lose any customers by delving deeper into complex themes, or even if they did lose a portion (which I doubt), they would probably more than make up for it by attracting gamers who were looking for a game with a more "mature" or call it what you will attitude.
No, I don't think they would lose any customers by delving deeper into complex themes either, I just think that the people in charge at Bethesda Softworks/Zenimax assume they will, because that's the only reason I can think of for a profit-minded publisher to fear taking risks. I'm sure it would be great if they actually tried making a game with consequences and exploration of themes, but that's obviously not what
they think. Which is unfortunate.
They have one of the largest fanbases in the gaming industry, people would probably buy Fallout 5/TES6 even if it was just a CD Case with a steaming turd inside. They can pretty much do whatever they want, and they know it. That's why they're getting lazier and lazier with each release. At least that is how I see it.
I think Bethesda just has a history of making up for every mistake they make, which is why they get away with a lot. They started with Horse Armour and ended with Shivering Isles. They made four full content expansions for Fallout 3 - crap lore or not, non-original fans probably got their money's worth with Fallout 3 expansions. They provided full mod support without trying to take advantage of it, back then anyway. Their constant bugs became more of a charmful signature than a flaw, I don't think anyone these days expect a Bethesda game without bugs, and I don't think most people even care anymore.
This may not sound like much for the bunch here who were original fans, back from the day where much more developers were gamers themselves and there wasn't all these companies running it to take advantage of everything, but compared to other publishers during the late 2000s, Bethesda was relatively good.
Besides, you know the deal. Lazy people set low expectations, so just about everything impresses. That plus marketing and being in the right place at the right time (being good to
their fans when publishers were acting badly), and no, it's not surprising nor maddening that they get away with a lot. Bethesda has a solid record, for both the Softworks publisher and the Game Studios developer. It's going to take more of a screw-up than an overhyped release and poor quality DLC to get fire thrown at them.
Who knows, maybe the paid mods thing will be the last straw. If not, then I'll put my bets on the next Elder Scrolls.