We don't have any way to be certain, it certainly doesn't automatically mean that there can't be psychic guards, as just because guards in one hold aren't automatically aware of your crimes in another doesn't mean they can't know about crimes they shouldn't that were commited in their hold. All we can say about it is that the game probably tracks a different bounty for each hold, and crimes commited add to the bounty of the hold you commited them in, and guards in other holds don't take into account the bounty of other holds, will there still be psychic guards, then? I don't know. Hopefully, this means that Bethesda has taken into account what the fanbase wants in regards to the crime system, if that's the case, they may also have fixed some other common sources of complaints, like psychic guards, but we'll just have to wait and see about that.
Personally, while I'd say the basic guards not automatically knowing when you murder people is obvious, I'd also like further details, for example, when people try to report you're crimes, rather than just calling "Guards!" and having the guards instantly get there, they should have to actually run to report to the guards, or alternately, if there are guards within earshot, they could come to investigate (But you shouldn't automatically get a bounty if the guards couldn't know you commited the crime, for example, if you manage to hide before the guard gets there.) and if you kill all witnesses, this could prevent the reports of the crime from getting out, but if you try to kill the witnesses but one of them gets away to report your crime, the additional murders should also add to your bounty, and going back to the previous thing about hiding, if guards find a murder scene and don't find the killer, they should search around a bit and if they catch you sneaking around, they should get suspicious, this could possibly lead to you needing to talk your way out of it or get a bounty (Naturally, this should be based on speechcraft, which I currently think is still in but merged with mercantile, if so, it could certainly add an additional use for a skill that I often found myself neglecting in past games.) After all, when one stumbles upon a murder scene and finds someone trying to sneak away from it, that should look pretty suspicious.
this was how it basically worked in oblivion:
you steal a fork and murder an old lady in a shack in the middle of nowhere.
a guard in the imperial city: "I sense a disturbance in the law"
Not entirely, actually, as long as no one saw you, you could get away with stealing usually, the problem mostly comes in with murders and further, if someone is around to report you, it seems like even if there are no guards nearby to be reported to, they can still get in there immediately to handle the situation, it's like you're constantly being stocked by guards with 100% chameleon enchantments, they can't see you commit crimes themselves, but the moment someone cries for the guards they can instantly spring into action to arrest you, actually that's kind of a disturbing thought.