I'm curious about the ramifications of the removal of the Skeleton Key from the Twilight Sepulcher. As Karliah notes, luck has been running out for the Thieves Guild in Riften, but I'd imagine there were more widespread as a consequence of Mercer's actions. If the Skeleton Key keeps Ebonmere open, and provides luck to the world, I wonder if the ramifications of Mercer's actions can be attributed to the detrimental events that the Dragonborn witnesses all across the land.

It seems to me like there's a shift in tone as we go from Mercer's Thieves Guild (where we harass and threaten business owners for money) to the events surrounding Gallus and the Nightingales (where the Dragonborn restores luck to the world).

I think you just answered your own question.

Tis a silly concept.

Should an event of luck occur not in one's favor, it IS in another's favor. They were still lucky even if you weren't.