They might release more bugfix patches but this last Skyrim DLC is it for new game content. They're moving onto the next project.
Can you blame them? They released a lot for Oblivion, but only 2 of those DLC mods really added any depth- the rest were mostly player homes and the hated Horse Armor, plus one minor quest addition. That might be fine except that the modding community exceeded Bethesda in making free player homes and additions to the games, and there have been fan-made quest additions that stomped on the official stuff. I guess Bethesda doesn't see any point in pumping resources into making small time DLC content that'll probably be overlooked since free mods offer the same. I guess this means console players aren't getting much extra, but when it comes to Elder Scrolls games, the PC versions allowing mods probably give you a far better experience than you can get on the console- I speak as someone who hates Oblivion's leveling system and won't even play without Oscuro's Oblivion Overhaul and Oblivion XP installed to totally change it.