I had something simular happen to me.
When I murdered Grelod the kind behind closed doors, compleatly hidden and a succesful sneak attack, all the children suddenly opened the door and started cheering. Nobody outside cared though.
Whats stranger than that? I fast travelled to whiterun afterwards and one of the gaurds at the gate told me how they saw me come out of the building... How?
When I murdered her, I did it openly using my fists, triggering an awesome kill animation that consisted of me grabbing her shoulder with one hand and just pounding her face in with the other. The kids were cheering me on for having done it while the assistant kept running around the building in "flee mode" because of me.
And the first guard I saw after I walked out of there?
"Keep your hands to yourself, sneak-thief."
Hey, no problem! After I help myself to your gold and arrows, of course.