On topic of TDB: One, even a Shadowscale, does not leave The Dark Brotherhood without first greeting Sithis as they enter the Void. One of the many reasons the Last Shadowscale is in Skyrim is because for one: The Dark Brotherhood is all bet dead with the Dragonborn intervening as a Member, and secondly because with the fall of this Infamous collection the people who gave up their Hatchlings or wished to join the Order began to decide against it, due to the "Stay or Die" rule. Shadowscales became less popular because while in the old ages they were FORCED to be given up, in the later ages Parents could prevent them from being made to join The Dark Brotherhood. 

Ultimately, even in it's decline, if he an assassin as you want him to be, he would be killed upon attempt at leaving. Shadowscales were the best of their kind, the most natural form of assassin trained as the ultimate assassins from birth, and even they could not escape the Wrath of Sithis.

On the topic of Carnal Relations: I must also agree with Leos on this, as it would be possible for him to develop desires, and moods towards certain sensations, he wouldn't just courting women as he goes, for the company of flesh without a reason. That fits more of a literature stereotype and character Archetype in other forms of stories, but with this, it would be rather out of place. He would need a reason to court, as in a time-period like that courting was a series matter and done right by men to honor what a woman truly was, especially in Skyrim when it comes to it's hardy lassies and stout Shield Maidens. Over all, a man trained from birth similarly to a Shadowscale would likely follow many of the same methods, including the renouncing of need for such petty desires and wills, and would be trained out of needing carnal relations. It would take him a few long decades to get the will, desire, and thoughts of such thing back properly.

This is just my set of points from my own knowledge and experience, not a full verdict. Roze gets that honor, as the Gm. ^^