Depends how sustained - if it's a month or two then gentailers might try to get short in the wholesale market and save fuel by not generating as much (be it coal, gas, water) for higher demand periods when wholesale prices are stronger. If indeed a gentailer is running short during these lockdown weeks and net buying power at low prices then it might actually bolster its retail margins, certainly on the domestic segment side anyway. Some gentailers may even have certain hedge contracts with large industrials that are for fixed quantities of consumption (not variable volume) and might be making easy money on those.
So I guess all I'm trying to say is that if demand is lower for a couple of months it isn't actually automatically doom and gloom depending on the portfolio of the gentailer.