Ahh... in mine, I talked to Zorru with Laz first and scared him. So Zorru doesn't respond to Dammon's calls for help as he moves out of earshot. Instead, Guex is the guard that responds to Dammon's shout for help (stands near Wyl). I believe in my playthough, I might have also talked to Guex earlier and failed to give him pointers, which causes him to always run in fear when in combat. So it may be a combination of those things that is why no one seems to care if my thief is caught.

So there may very well be an issue and I just don't experience it because of these other factors.