Not true. Might be a bug...?
I played the bit twice. After I let Ursula go, Thaddeus appeared and told me his piece and I got the corresponding quest.
After I killed Ursula, Thaddeus never turned up and isn't in his upstairs room, either. It's no use that you don't need him anymore after that, if you never get to meet him at all and the quest is missing (I already have the ring from Behrlin's tomb, though).
Do I need to go the "let Ursula live" way, which I don't want to, or did I just not trip the right trigger yet?