Is there any purpose to the Thieves Guild other than to introduce the Scoundrel? Do they show up again in a random dungeon/cave?
The theives guild is an fictional archetype that symbolises criminal organisations. They are found in many works of fiction (not just games) eg. Assassin's Creed (game), The Elder Scrolls series (game), Ice Age (novel) and The Black Magician (novel).
They aren't mentioned again in Diablo 3, except in dialogue with the Scoundrel.
No doubt this reference in Diablo 3 will be followed up in a sequel in the same way Ashera of the Iron Wolves was introducted in Diablo 2. And in the same way, Wirt was a child in Diablo 1, dead in Diablo 2 and his looted items are still available in Diablo 3.