Because the thief guild is unique in that sort of way. You have to pay money to join thief guilds, well some of them. Its a theif thing, if you will.

As for guildleaders...not really gonna work. Its again, a thief thing. In the Galadon guild, thieves help each other, regardless of align. You going to listen to your warrior guild leader if hes evil and youre good? Fire giant giving gear/money to an elf warrior? I dont think so, they dont have anything in common with each other. The thieves have profit in common. Good thieves bad thieves they all steal and rob and swindle people. They all seek money/goodies etc.
The reason this thief guild thing was implemented was with thieves stealing from each other and jacking each other. Used to be a pain in the neck going to your guild.