Actually they are hired by Mavin Black-Briar: go down to her basemant and you'll find the Black Sacrament gear and a letter to the DB complaining that they haven't managed to whack you yet. This is true even if you are in the TG and have already done the job for her. I'm not sure what happens if you go to her basemant before the DB first attacks you, but I would guess the stuff is still there.
And what if you never even have encountered Maven Black-Briar? My mage has never been to Riften. He has never met her. He has had nothing to do with Thieves Guild or the Dark Brotherhood. As far as I know, she doesn't know he exists. Why would she want him dead?