I assume it still requires killing the monsters to gain XP (besides the quests of course). So even if you are a thief and you want to level up, there is a need to kill. I don't think there is any XP to gain from avoiding fights.
Still you have a party, you can mix the characters in it. If you want to be a thief and the death knight is the warrior then adding a wizard would complete things. It's then possible to selectively give the skills and award stat points in such a way that it serves their playing style best.
There are some assumptions in this though. Afterall it's still unknown (to us) if XP is evenly distributed over the party, or that the one making the kill gets it, or the one starting the fight or whatever. How this is done will influence the playing style.
I would like to play as a battlemage