Why can't I kill any escorts?

On my travels I often encounter Thalmor Justiciar escorting a prisoner. As a former prisoner, I once tried aiding him by slaying his escort. Sadly, the guards at the next village I encountered saw that as a vile crime.

So now I'm left wondering, why can't I kill these lone escorts, especially when there are no eye witnesses? Or are the Thalmor the good guys and should I let this criminal be taken to the block without inferring like a law-abiding citizen of Skyrim?

No witnesses? What do you mean, no witnesses? You're leaving the prisoner alive, right? Well, that bloke may be a prisoner, but he still thinks pretty highly of the law.

If he sees you kill all those nambly-pambly elves, he's goin' to tattle to the nearest guard.

Ungrateful prisoner. -_-

If you ask them about the cult of Thalos, enough to become a criminal in their eyes, they'll start attacking you. Since they attacked you first, you'll not have any bounty for killing them and freeing the prisoner.