well if ur on a pure mage, u shouldnt be doing the thieves guild.
if ur on ur thief and u sold ur thieves guild armor, then i dont know what to tell u except... u made a mistake.
I shouldn't be trying to talk sense into someone who keeps using "u" and "ur" consistently...
But as always, it depends on the character concept. If I play a morally gray mage who needs funding, why not be a part of the thieves guild? Or my corrupt guardsmen, who mostly wields heavy armor and sword/shield?
There's justification everywhere.