Just to clarify, I have yet to collect the 24 Stones of Barenziah and become a "full thieves guild member", so I may be overlooking some info.

However, I think that the whole Nocturnal part could have been handled in a more meaningful manner. It felt a bit forced and I think that the player should have been offered a choice between joining and receiving the help of Nocturnal or simply going after Mercer Frey with pure wit and skill. As far as I know, Nocturnal doesn't even help you in tracking down Mercer Frey contrary to Karliah's claims.

Really, devoting your soul to an eternal being is a very serious matter. Maybe I just want to continue being a clever thief without being bound to a goddess.

The obvious response is that you don't necessarily needto join Nocturnal in order to complete jobs for the guild. However, you do need to join Nocturnal in order to go after Frey, and I think that is a bit pointless.

Agreed, there's no reason to take the oath, and the game shouldn't force you to. Just more poor writing design on Bethesda's part.