Yes, joining the thieves' guild is required if you want the Holy artifact. The dagger in the book is one of the three items for the quest, and for that matter the book itself is great (I always pick it up for stashing miscellaneous stuff). But that's not part of the main plotline, so it's not required for finishing the game.
((SPOILERS))
I love the sacrificial theme in this game. "Three must come together before two are sacrificed. At the loss... you will win the holy power." It's really a parallel for the main story wherein the other two Marked Ones die, and the one remaining becomes the Divine One.
