When you report back to Cosades after effecting your cure, he's got some important news for you. He's been recalled. Yup. Called home and probably called on the carpet. In any event, he's outta here. But, being the sort of person that he is, he's promoting you to Operative (that's as high was you can get in the Blades in the release version of the game), giving you the keys to his house, a few hundred golds for expenses and (literally) the shirt off of his back. OK. I exaggerate. Caius never wears a shirt, so he's probably giving you a one of those that he never wears. It's the thought that counts, after all, and it's yours now, along with a matching pair of pants and ring (20% Chameleon, Luck, Security and Sneak). What a guy.
If you want to pick up some training from him, now would be a good time to do it because as soon as you leave the house, he's gone. Permanently. Or perhaps only until TES4.
So, there you are. An Imperial Spy lacking a Spymaster and a Nerevarine wannabe lacking someone to point you in the right direction. But at least you've got a house now. Too bad you're going to be too busy to use it for a while.
Now, be a good hero and go rescue Mehra Milo.