User blog comment:AveryWood/Reasons Why Going With the Empire is Better/@comment-5093119-20120817040524/@comment-1840877-20120822124134

^I've never followed them, but I don't think they actually go to Windhelm or Solitude. I saw one Redguard who told me he was going to Windhelm, but he was actually heading towards Whiterun.