Is this what happens after you steal all the available artifacts from the monastic orders? edit: the third option should give you the chance to steal an artifact. It should also name the artifact. It doesn't do either here.
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OMG on another character I got this and hit the third option for funsies. Welp it went through the event with no actual artifact to steal. I figured I could just save scum so I tried to grab the non existent arti and run, I got caught, killed the dude and thought I was safe. Turns out I was blackmailed after the game saved so I went ahead and paid him off.
The cool thing though is this character was a possessed lunatic so yeah he would try to steal something that didn't exist.