Not that we expected anything else. I mean, this is Thief. It's hardly going to be about unicorns and puppies. But still, even by Thief's standards, this artwork is grim.
I'm not sure on who the artists responsible for this are, as like most corporate concept piece dumps prior to a game's release no credit is given by the publisher, but we can assume at least some of it is by Nicolas Ferrand, since we got to see some of his Thief work earlier in the year.