Yeah, forget about logic and consequences here

The best you can do is try to rationalise the irrational here:
- like Richard.Jonasson suggested, imagine that you've managed to bribe the guards;
- you're a mage and every time you approach a city, you put up an illusion spell which makes everyone think you're actually of a human or mer race (if you're not a mage, imagine you're drinking a potion);
- you can also mask yourself (ugh.... pretend that tail is not sticking out from beneath your clothes/armor); or
- this one is relly stretched, but imagine the word has spread about Helgen and as a survivor and witness you are granted access to cities by way of an exception.