Bethesda has announced that they are preparing to drop support for their Bethesda.net game launcher. Beginning in early April, you will be given the option to migrate your game collection, friends list, and wallet from the Bethesda.net Launcher to Steam, with Bethesda promising none of these will be lost in the process. Any virtual currencies you possess will be transferred automatically. However, while many games will manually migrate saves, some will need manual attention to be accessed again after the move. You will still be able to play your games through the Bethesda.net launcher until May, after which moving to Steam will be required. Additionally, your Bethesda.net account will still exist, and will still be used for accessing online features in certain games.
The Elder Scrolls Online does not use the Bethesda.net launcher, and Bethesda has confirmed there will be no changes to the ESO launcher at this time. You can see the official announcement here.