Yes. I checked the "scholar" I have at the moment, and it doesn't know anything. However, it fooled me that it was someone else, according to exported legends.
I don't have any pilgrims as I don't have any dedicated temples. Normally I wouldn't accept visitors to them because they only attracted riffraff, but while investigating I'd actually like to get some of them.
I never saw a single spy in 0.44.12 before I gave up playing due to the raid corruption bug, despite using a script to detect them. Plenty of gobbo civ performance troupe members, but nobody with a fake identity.
I've never gotten an army requesting an artifact either, and the single quester group I got in this world weren't after one in my fortress.
Edit: So I finally got a theft, perfectly timed to coincide with a gobbo invasion. The thief is "scheduled" for an interrogation, although it didn't happen during the siege, while I also scheduled the actor/messenger (the one who had the artifact in the inventory). The actor/messenger made a bee-line for the exit, but is now trapped in my caravan entry airlock. The question now is if I'll actually be able to interrogate him, or if he'll just run as soon as I lower the drawbridge. In the latter case I'll just have him killed to at least recover the artifact (and a dastardly thief it is, stealing from children: the artifact is a toy mini-forge).
Edit2: Apparently one random crime is what's needed as an excuse to round up the visitors for interrogation. The two other visitors interrogated confessed to various crimes, while the caged necro caught while trying to sneak in during a siege denied involvement in plots. Thus, one criminal is imprisoned, but I still don't dare to let the artifact thief out.
Edit 3: I tried to lower the drawbridge, and the thief ran away off the map, chased by the sheriff. Killing the game and trying again it was possible to catch the bugger with some deft door locking. Retrieving the artifact requires DFHack to dump it, though (or killing the criminal).