There is no real benefit to having an ESO game locked into Steam and only problems can and will occur such as not being able to play ESO when most everyone else can. While there has not been a big issue recently, it is asking for trouble as the login from Steam has been down numerous times and it usually takes hours to half a day to remedy.
If that is how you like to roll then this link provides your official answer.
https://help.elderscrollsonline.com/app/answers/detail/a_id/36517/kw/link game to steam