It is not really a big deal having the questline open. Once you start the Dark Brotherhood quest the only way to stop it is to kill Lucien Lachance, but then there is no way to ever complete the questline. You may also be able to use Wabbajack on him, but I am not sure.
One way might be to attack him and get him as low as possible without killing him, then use the skull of corruption on him so that his clone will kill him. You might be able to get around it if you kill him a certain way. If you completed the quest to help Arg-Gro Malak he will not fight you in the arena so it is murder to kill him.