Haha, that's funny because yes, the same thing happened to me.
Well I shouldn't say "usually" since this is only my second character (I didn't get that far on my first because I wanted to see the game as it was meant and so waited for my beast of a gaming machine) but yes, my first was stealthy, a thief and of course, a member of the Dark Brotherhood.
This time, he hasn't joined either the Thieves Guild or DB and I doubt he will. He only has 6 thefts, 0 infamy (even before this quest thanks to the Confession booths ) but unfortunately does have some murders thanks to glitches in the game.
Cheers.