Zenimax should add these benefits. Simple as that. It wouldn't even be an enormous additional expense.
I was surprised when I learned that the new studios aren't being integrated directly into MS pay/benefits. But when I learned that Github and LinkedIn employees don't either, I realized that's by design. In some ways, those benefits may be better than what MS employees get, but clearly not in other ways. And it also prevents massive restructuring of benefits randomly out of nowhere for long-term employees. Pros and cons to all of that, but it is what it is.
Nevertheless, MS should directly support Zenimax providing better/minimum standard benefits for at least some major issues. That probably gets messy publicly, but at least make it happen behind the scenes. This should be a PR win anyway.
And it seems that even WITHIN studios, this can be a bit uneven. Mojang has its main Stockholm offices, as well as a sizeable (actually, probably bigger nowadays) studio team in Washington state, with MS mothership. The Mojang employees in the US seem to be MS employees with MS benefits. The Mojang employees at the Stockholm office are not. (Or so says, Glassdoor, so don't shoot the messenger if I'm wrong).
As for the assertion that small studios like Ninja Theory and Compulsion don't get benefits, because they're new acquisitions... that would again surprise me. Those studios are being directly integrated into XGS. They're small and probably don't have robust systems in place for getting good deals on some benefits like MS would. Not sure what the rationale for that would be, other than saving money - but is that worth it? You bought these studios for the talent.. Keep em happy. What's the point if you don't feel like your job is any more secure and/or comfortable after the acquisition?