*Shrug* I didn't think the Al'kir were Assassins at all.
An Assassin hell-bent on fulfilling his contract wouldn't be turned away at the gate of Whiterun..
You would be if you walked in through the front door screaming, "Yo bishes, I'm here for so-and-so get out ma way!!!" and had the Reach's guards to contend with. Which is exactly what the two Al'kir assassins did. Waltzed in the front door demanding the Reach turn her over. Yeah, good luck with that you arrogant idiots. My sword, and the swords of my buddies might have something to say about that.