Halfway thru DG I exited Solitude by the main gate and when I got to the carriage I was set upon by a lone Thalmor wizard who conjured a frost atronach.

The Solitude guard joined in on my side, and as I was a mage I attacked with fireballs. I hit the guard a couple of times, and instead of turning hostile he said, "I'm on your side!"

I've completed the MQ and CW (Imperial) on that character, and I've been attacked by Thalmor further down the road. Never had guards join me in battle tho so I was wondering if this was a new event that came with Dawnguard.

Sometimes if you are attacked by a hostile character that you have not provoked the guards will help you. Just like if you were to use a frenzy spell on someone in town. And usually you can get a couple hits on them before the are hostile towards you. So I don't think it's new.