The guild has/had at least one assassin on staff.
If we examine the comic strip during the time when Belkar(sick), Celia, and Haley first arrive in Greysky city, we notice that it is a lawless town. Compare that entry scene montage to Cliffport, where the cops were very present and on screen.
It is a reasonable presumption, if one is genre aware of D&D, that a thieve's guild will have some assassins to act as enforcers. (How often killing, versus the threat of killing, is used will doubtless depend on the guild, the guild master, and the situation at the time ...)
Any threat of killing is empty if the guild never has not had someone killed just to remind people that they can and will. (This line of thinking fits rather well with a variety of organized crime syndicates/groups IRL ... to the point that some of the really effective organized crime groups kill very rarely).
(There are a variety of RL organized crime groups one could examine, but the one I'd recommend looking into is the Camorra (originally based in and around Naples, Italy) due to how long it has been around (centuries) and how very difficult it has been to counter).