I am in the "It's a non-issue" camp. While I would have personally liked to see them stick with Thief instead of Rogue in terms of naming scheme -- (I'm with Askier in that Rogue makes me think of WoW :V) I don't really see how the difference in name is really going to have that much of an impact on our RP, flavor-wise or not.
Like many people have said, we all know that Rogue is actually Thief just under a different name. There's very little stopping anyone from rolling up a rogue and just RPing them as a charming, sticky-handed thief. Anyone who would give you shit for it is likely someone you wouldn't want to RP with in the first place.
We'll never really know what Yoshi-P's true motivations were for deciding to go with the word Rogue. It could have been because he thought city-states wouldn't stand for a thieves' guild. Or because he felt the word rogue was more PC or maybe he looked at WoW and had a delusional moment where he thought the word rogue would be more popular with NA-audiences. At the end of the day, if your rogue character saunters up to me and acts like a thief, talks like a thief, and walks like a thief, I'm going to just accept that he or she is most likely a thief.
... and hug my gil purse closer to myself. :C
I feel like it's stretching things to say that suddenly Limsa is be much more dull, because due to Yoshi's comment, the city now has the manpower to shutdown a thieves guild that never existed in the first place. There are numerous quests in game that make it obvious that all the city-states, Limsa included, have a crime problem in one way or another. I don't think we should let what the city-states would have done in the hypothetical situation of a thieves guild existing dictate what our RP is like.