May be a bug, may be the way it's intended to work but here is my feedback on the "Headless Nick" quest.
In the beginning of the game I tried talking to the head and forget what it said but it would not let me talk to it afterward. (could not steal it either)
Fast forward to getting the quest in the Black Cove, when I tried talking to the head again:
The performer called the guards and had to kill him and the 4 or 5 guards, then I could talk to the head and decide to take it or not.
Which seems a bit much to have to do when you are trying not to kill townsfolk

(unless you really wanted too) but I can see how stealing the head may not work since dialog needs to happen before hand. Maybe trigger dialog when successful theft occurs?