I figure the Bandits are just high on Skooma, or Meade.

Bandits are just stupid. That's why they're bandits.

That said, I kind of agree with the OP. It would be nice if the dialog had some context.

Play on legendary with no armor or armor spells and only 100 in health and a high player level so the bandits are high level. "Never should..." and you're dead.

Game changer!

None of that shines a candle to a Bandit that's like level 5 acting tough to someone who's like level 30-40 in Dragonplate armor.

*Gets shot*

You actually expect that Longbow/Iron Arrow to damage me?

*Despratly running towards the front line in defense of whiterun. Passes a guard who says;*

"Whats the hurry?"

Actually, a lot of NPCs will ignore your transformation and just happily continue about their business. Sometimes (As long you don't have a bounty), they'll attack the other NPCs that became hostile to you (Cause you know, you are a friend)...

I actually manage to get every guard (Stormcloak) in Whiterun, Companion, and bunch of other people to chase after one of those brats that runs about in Whiterun this one time... Was hilarious to watch! Especially listening to the NPCs say their silly things to the little kid XD. "Come! Fight me!" "You gotta do better than that!" etc.

"bandits are cowards dont waste your time chasing them" - Annekke crag jumper

I also dont understand why bandits sometimes says "Skyrim belongs to the Nords" while fighting what they have to do with civil war ?? its funny they says that

My only guess with this is that Nords (in general) don't like outsiders in Skyrim, but you're right it is kind of weird. I'm pretty sure if you play as a Nord, the line will be replaced with something like "You're a disgrace to your own kind". If you're a Nord and a vampire, you still get the "Skyrim belongs to the Nords" line, probably due to game treating vampires as a separate race.