MILD SPOILERS BELOW:
I read on the UESP wiki that Malborn (when met in the New Gnisis Cornerclub) is supposed to greet you with: "Oh, it's you. I didn't expect to see you again", and that you'll have three different options of responses to this. However, when I talk to him he just goes "mhmm", and I then get the option to tell him: "tell me about this Thalmor assassin that's hunting you." What happened to the other dialgoue?