Okay so it might mention this later on in the MQ but mine bugged ( Not complaining its the only one ive experienced in 100+ hours of play).
but they say Ulfric murdered the high king with his Thu' um so I was wondering why he didn't use it on the guards or dragon at helgen?
If they do mention this later on in the MQ I don't wanna know details. However if I have noticed a hole in the plot i'll take my unending praise and million dollars...Now.

Didn't you notice he was gagged?

Did you notice his mouth was covered while in custody?

Edit:ninja'd again

As for the guards, there were too many and he simply surrendered to avoid bloodshed. They later wrapped a cloth around his mouth so he can't shout, you can see it on the carriage up until the dragon attacks.

As for the dragon...

Thanks for clearing that up and I did notice it was covered but I thought he was just turned away lol