Im unsure how this works when DLC is going to (presumably) use keys from the psn/Xbox live store to handle the DLC installs for the console. Unless I'm completely wrong (as I'm ignorant to the process so possibly) I think a key would have to be tied to each respective account that is unique to each platform so that platforms store recognizes the purchase to that unique account. They probably have to do this because a PlayStation Plus account != an ESO account. Seems like more grief and planning than console providers would be willing to go through.
You know, I started to try to explain why it should be possible and what you said made me think of an interesting thought that could be a factor.
MS and Sony get a percentage of every sale that goes through their respective stores. If ZOS is allowed to let players access DLC they bought on PC on a console, MS or Sony would be missing out on revenue. This would likely be an issue since players would have to be shown as having "bought" the items in the online store (as you have said) and having items shown as bought that they didn't receive money for would cause issues with their recordkeeping.
While YES it would be technically possible for ZOS, MS and Sony to create a workaround for us players but... none of them would be benefiting from this extra work. No one would be making more money. No one would be getting paid for their work.
The EASIEST workaround would be a system where a player that buys DLC from one store would get a code for the other 2 stores... but then people would just sell those codes and ZOS, MS and Sony would miss out on the revenue from the person who bought the DLC codes from another player.
I really didn't consider all the angles here.. Thanks for your response. It's lead to me accepting that this really wouldn't benefit any of the companies involved and I consider myself to be a reasonable guy so I shouldn't expect a company to put forth this sort of effort without compensation.
Thanks @BBSooner. It's nice to have an answer... even if it wasn't ZOS that provided it.
I'm gong to update the original post....