Am I doing something wrong when I shuffle guild cards into the Age 3 cards
You are not doing anything wrong.

Looking at rules here it says :-


  Return to the box, without looking at them, 3 cards from each Age deck.
  Then randomly draw 3 Guild cards and add them to the Age III deck without
  looking at them. Return the remaining Guilds to the box.


My other reference for this is playing the 7 Wonders Duel app.  I can confirm that also places the guilds in random positions and the face down ones have a visible darker back.

As for the reasons you would have to ask the designer for the certain answer.  However as a player its very useful to know if a face down card is a guild.  Lets say your opponent is close to achieving military or scientific supremacy?  if you are going to be forced to reveal a card on your turn wouldn't be better to reveal a card that you know cant give them an automatic win?  

Like wise if you as a player are close to winning with military or scientific supremacy, would it be better to build a wonder granting those all important extra turns in the hope you reveal the exact card you need and knowing its not a guild increases that chance.