I agree that a "take down the Thieves Guild" option would've been nice.
However I think that even if it existed and you completed it successfully, you would still find thieves on the road who walk up and demand everything or else. Those are random encounters and not really tied to the TG questline... not every thief in Skyrim works under the auspices of the Guild, especially since the Guild has lost most of its prestige and influence (unless you join them and change that).
Even "destroying" the Dark Brotherhood doesn't let you wipe them all out as there is still a remnant that survives. Murder for hire and robbery, like other crime, will always be around even if there's no official Guild behind it.