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Why if I talk to that guy in Ebonheart who is supposed to help me with the Dark Brotherhood, there isn't the dialogue option, but he simply says:" Doesn't seems that you have been attacked by the Dark Brotherhood, 'cause you're still alive!"?

Did you talk to a normal guard first, who told you to go see Matius?

Are you referring to this dialogue?

Apelles Matius wrote:"What's this about the Dark Brotherhood? You say you've been attacked by them? The fact that you're standing here seems to suggest otherwise."

That should open the "Dark Brotherhood" dialogue topic, as long as you have received the journal entry about being attacked while you slept:

Journal wrote:"An attempt was made on my life as I tried to rest. I do not know who wishes me dead, but the attack should probably be reported to a guard."

If you don't have this journal entry, the "Dark Brotherhood" topic won't be available. In order to receive the journal entry, you need to kill the assassin who attacks you; running away won't do it.

If you have this journal entry, but not the "Dark Brotherhood" topic, and you're playing on PC, you could try opening the console and entering:
If that doesn't work, then it's possible that a mod has changed or broken the quest, since you should be able to talk to Apelles Matius about the "Dark Brotherhood" once you've received the journal entry about being attacked.