I just finished the thieves guild and the guild setup a shrine of nocturnal in the cistern I decided to walk up to it and activate it and then I was like WTH how come nocturnal shrine gives blessings!? Yet the other ones don't!?

You have to perfect shrine for molag bal setup in the abandoned house and in dawnguard. Yet we can't get blessings from it after you finish their deadra quest? Whats up with that? Same goes for the other deadra shrines in the game.

How come bethesda only decided to give nocturnal shrine a blessing? Did they just forget about the others?

Oh, I wish.

But it seems like they focused more on their quest, and rather forgot to give them each a blessing. Since Nocturnal didn't really have a Daedric quest, and more implemented into the Thieves' Guild questline. Either way, it should have been something added into the game.

It would of been cool if the shrine of molag bal gave you the vampire disease instead of curing diseases and made your illusion magic 10% stronger.

This is done like Morrowind. You get quests from the shrines (and artifacts), but that's it.

Yeah but nocturnal shrine gives you a blessing. Plus you get armor and the various nocturnal weapons and powers.

All you get from the shrine is one of the blessings. Why? That's the way they did it.