That dialog option sticking around even after joining the guild is a bug, fixed in the latest patch, I believe. Don't worry about it.

If you joined the guild, the door should have been opened. You can still get past it, though.
FIX for the Missing Catacombs Portal
or
Teleporting Anywhere, via hex editor

Are any doors opened by quests re-sealed (sounds like the thieves' guild entrance may have been)? If so, did you have the 1.33 patch installed? That version had a potential bug; Map has gone back to black ... Solution for patch and disappearing maps.