In my experience, labels like Thief and Warrior in classless systems don't matter since you're building your PC exactly how you want and labeling it exactly how you want.
In my experience, it's not uncommon for skill-based games to still have some class-based elements. This often comes in the form of determining starting skills, changing skill costs, or just having class abilities and skills layered on top of one another.
For example, the predecessor to Dragonbane with which I started playing, part of character creation was choosing a profession. Your profession did two things: it determined your starting money, and it provided a list of potential skills. You chose 5 of those skills to be "OK" (which would probably give you a skill of about 50%, depending on stat and whether the skill could be used untrained) and another 3 to be "Expert" (~80%). This has the advantage of guiding players into archetypes without locking them into them. Once the game had started, the professions didn't matter at all anymore, mechanically (except wizards which had some special rules about max levels in certain skills).
A later edition of that game had a system where skills were split into three categories: base skills, secondary skills, and class skills, with different costs to increase them. Base skills were cheap, started out with a few points for free, and could be increased at the start of the game. Secondary skills were expensive, started at 0, and could normally not be increased at the start. Class skills were somewhere in between cost-wise and also started out with a small base value. Your profession provided a list of potential class skills, of which you got to choose a number to turn from secondary to class skills. In addition, it provided a special ability (which as I recall was pretty controversial at the time, as it was seen as making the game less skill-based).
Even games that are totally open-ended, like Savage Worlds, often offers things like templates to guide character creation, because being completely open-ended can be really confusing if you haven't spent a few weeks reading the books before playing. These can come in soft ("To make a thief, here are some skills and advantages you'll find useful, and you probably want to focus on X over Y.") or hard varieties ("Here's a pre-made thief which you can modify if you want.").