Um.........this game has dragons and magical spells that can heal wounds. Skyrim =/= Realistic
Big difference between realism and verisimilitude. Are marked stolen items part of the world's internal consistency?
Given some of the other weird crap that goes on, I personally don't have a problem.
To be consistent though, if there is some bizarre magical way that merchants and guards have of knowing what is kosher or not, Nirn's version of UV markings, then there really should be more non Thieves' Guild fences to buy these marked goods. If there is a gap in the market, someone will fill it.