As I recall the DB doesn't let you bypass asking about Esbern, the only relevant thieves guild member to the DB is Delvin and Delvin doesn't help you find Esbern, just Brynjolf and Vekel.

The only real advantage to going after completing the DB quests that I recall is that you will already have dealt with Dirge's insecurities on a prior trip and won't have to deal with him confronting you.