Untrue. If I kill Dunmer in the Grey Quarter, I get arrested.
In a game where horses report crimes. My point being the crime system AI obviously applies everywhere equally, regardless of the status of certain races, I don't think it was deliberate choice on the part of the developers to have this happen, rather they just didn't account for situations such as the Grey Quarter.
Also, he does nothing to stop the abuse they get from certain (Rolff) NPCs. Walking around at night screaming insults is at the very least public disorder, but no Nord with the except of Brunwulf tries to shut him up.