How does the Thieves guild work then?
The thieves guild offered protection to thieves via bribes, and fences for stolen goods, so there was incentive for individuals to organize into a structure like that.
With treasure hunting though, there is no incentive to organize. Unless artifact gathering in Skyrim would be considered 'tomb raiding' or 'grave robbing', then no doubt, a black market for ancient relics would sprout up, along with organized treasure hunters.
Tl;dr There's no incentive to organize unless you're breaking the law.