It's a bug that's been around since day one. Once you get the last item, just picking it up, the game autocompletes the quest, meaning you can't turn any of them in still in your inventory.
I wouldn't count on it getting fixed any time soon. I've been bugging them about it since Patch 1.2. If you want it solved, PM Gstaff and tell him to fix it (along with the rest of the Thieves Guild bugs).
And there's no word on Patch 1.6.