He's not so innocent if that helps. I mean, didn't his order start the Oblivion Crisis?
I dunno, I never got the impression that he was admitting he was a member of the Mythic Dawn, just the descendant of some members who wanted to preserve the history and artifacts associated with the Crisis. But the one time I did that quest to get the Razor I just RPed that I didn't believe him, and that he wanted it for nefarious purposes, and so it would be safer for the world if I killed him and took it for myself so it could be safely tucked away in a trophy case somewhere.