I't's not common, but it can happen. Here is some info on it quoted from UESP wiki:
After arriving back at the Guild Hall, Erthor may not stop following the player even after Adrienne has been spoken to.
Reloading the last autosave should trigger the normal events.
On PC, you may enter CompleteQuest MG01Destruct into the Command Console to complete the quest and stop Erthor's pursuit.
This bug is fixed by the Unofficial Oblivion Patch.
If you are on the PC, I highly recomment the Unofficial Oblivion Patch. It fixes this and a couple thousand other tiny things.