In the other comment you had TGTQ20 not TGTQ02 but to start The Dainty Sload it should be -
setstage TGTQ02 10
After looking at a few threads in other places with Google some people seem to say it doesn't work for some unknown reason, the only kind of solution if thats the case seems to be jumping to Under New Management when you've done all the other quests needed for it.
As for why, the Thieves Guild quest line is extremely buggy i'm afraid it is listed on the bugs section that the quest just won't be given, just like the Civil War its like they tried to make things to complicated for the game to keep track of sometimes.
This is happening to me, too. I figured out that the quest cannot start because of the fact that Erikur is dead. You can try reloading, but if you can’t, it is impossible to complete.
Try using Unrelenting Force or attacking Delvin until he yields, then, once you've gotten back into the Thieve's Guild, see if the quest is available.
Yep I have the same problem, turns out I killed him. It WOULD be NICE if they made him an essential character but I guess Bethesda are only human and can still leave game-breaking bugs unpatched.
What do you think?