This is a very unfulfilling quest in the public dungeon. There are clues throughout that suggest a possible alternative ending, but no option is given. There should be an option to refuse to comply, as I suspect anyone who is paying attention would probably refuse to do so.
Spoiler details:
The NPCs ask you to sacrifice yourself to save them, but there are clues throughout that these three are actually the evil *** who made deals with the daedra that resulted in untold death and destruction. Only the very heroic would actually agree to help them. I suspect most people would choose to kill them, or at least leave them to their fate.
Many quests have two options at the end, and this particular one would be a prime candidate for a "moral" choice. The lack of options at the end is very jarring.
Yeah, okay, no big deal really, just odd that's all.