I personally, would guess that the death of his niece bothered him enough to where he doesn't care about if the city was no longer loyal to the Empire. Either that, or he had welcomed death a long time before he even knew the Dark Brotherhood was after him. And the Stormcloaks themselves probably didn't capture him our of fear of the Empire sending full military action against them for retaliation or Titus's official reason for coming was a diplomatic meeting but was really there over his niece's death. What are your reasons?