Each class has its XP level. It won't hurt your thief, just increase your mage level independantly. Of course if you would prefer your Thief to have the XP, you should do the discution as a thief (not sure it's possible in that case ?).

note : Your TNO Mage can get quite a few levels just by learning spells even if you never use him to fight or complete quests. Just so you know. Dont be afraid to leave the mage level behind.