Interesting question.
The Empire has been trying to destroy the Dark Brotherhood and has succeeding in pushing them to Skyrim where we either fulfill that desire or join the Dark Brotherhood and we all know how that ends.
But strangely enough I think the Empire is tolerant to the Thieves Guild. Why? Because empire supporting people of importance seem to have ties to the Thieves Guild. Maven Black-Briar for example and the Battle-Born family.
And if anything I'd say Ulfric has support of the Companions due to the strong ties it has with the Grey-Manes who support Ulfric.