If you need to steal a ring in a cell - then no, he will not say that.
Viewing post in Knightly Passions [1.34 version] 18+ comments
I had this issue as well, unfortunately I didn't bother to create a bug report since it seemed to resolve itself.
Worth noting is that it wasn't triggering- [Slight Spoilers Below]
-the event when I still had the Lonely Nun quest to finish. After finishing it, I was able to enter the Monastery at night, and get the information to track down the bandit(s).