I did find the whole unexplained thing frustrating. But other parts of the questline makes up for this.
I primarily like that some darkbrother hood characters are much more developed compared to other npcs. Cicero had 5 books about him. All the characters had way more lines of dialogue and on the whole more unique, I particularly liked the werewolf and found what he said + his explaination quite funny.
these "characters" of yours were only fun because they are as psychotically-minded as the average gamer when playing a sandbox game
This is just unfounded and more due to your own conception of how others react. By saying this, you are classifying me as the average gamer which is an unfounded assumption. Furthermore, it might not even be true that the average gamer think this way. Please be more responsible when staking claims.