It's been some time since I've played, but I can think of a couple of possibilities, depending on where you are on various quests, etc. There is a point where a fight with a mage occurs when you approach a point (not with you involved in the fighting, just witnessing, then the body disappears) so it may have something to do with that; maybe there is a bug that keeps the fight from actually being visible to you. Another possibility is that there is a point, if I recall correctly, where an assassin comes after you, and him being nearby might trigger that music. Some of the triggers in Arktwend are a bit weird. Robbers -- sometimes you can get attacked, but it seems to me that only happened at night in the port area.
There were times when I tried to teleport (recall spell) or sleep but couldn't supposedly because I was in combat or there were nearby enemies, even though it didn't appear that way to me.
Just a thought, did you enter the city legally (by winning the tournament)?
EDIT: I loaded up Arktwend and checked the journal entries in one of my old saves. Have you joined the guards and are investigating a murder? Things happen near the warehouse (NE of the thieves guild entrance) that might trigger combat music. Otherwise, no idea.