I mean, sure, execute the rude red-head first by all means, but then shouldn't the very next person being the dangerous leader of the rebellion, not the random, dressed in rags person you randomly grabbed during your raid? I mean really, why am I so important that I have to go before Ulfric? You even called his name first - I'm patient. I'll be polite and wait my turn in line. Not in any hurry here.

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In all seriousness, I don't think they thought they were going to be attacked, so they probably thought, "we have all the time in the world, what's the rush?"
I doubt but there could be a chance or better yet Paarthurnax