And again, a challenge for the High Crown isn't done in a dank sewer without any witnesses or anyone knowing.
So your defense is you'd step aside for someone if they were at least famous? That's what I'm coming away with this.
And for something so apparently legal and commonplace, he sure was in a hurry to leave, wasn't he? The point is, if someone is going to try and get past you - A GUARD - while professing to a pretty crazy action but assures you - WHO DIDN'T WITNESS THE EVENT - that it's fine, just open the door please, you should probably rethink whether or not you let them go.
In an alternate reality, let's say Ulfric did just straight up murder the King. No declaration, underhanded methods, etc, etc, then bolts for the gate and tells Rogvir that it was all legal, no need to ask anyone, okay thank you open the door NOW PLEASE, he'd have been wrong to let him go. He didn't have precognitive psychic powers for the alternative scenario to know if Ulfric was telling the truth or not, why would he have them in the standard scenario