Those paths are there because they make sense. The land you see when you get to a high altitude isn't an indicator of DLC material-it's only there for scenery when you go that high
There is speculation about the other zones b/c someone(on PC) actually went to Cyrodill and Morrowind. Everything is already there, but it's probably just for scenery from Skyrim. We can only hope it is set up for upcoming dlc.
Well, if you're the leader of the Thieves Guild or Dark Brotherhood, you wouldn't want it to be common knownledge that you were the leader. But yeah, the Compainons and Mages should be treated as their title deserves.
It's not that outsiders should know who you are, it's mainly the members of the Thieves Guild. They still talk to you like a new recruit except for Delvin with his occasional comments, but it just feels like you're the new recruit no matter what.