Board Thread:Skyrim/@comment-108.220.175.122-20150619015621/@comment-26440657-20150619070324

You mean outside or actually inside the walls of whiterun? Whiterun is actual just beside the pale so it's not really unnatural to see guards from each hold roaming the border, they might've chased after a dragon or something.

Cicero's quest Delayed Burial happens near the Loreius Farm where you have an option to either help him or report Cicero to a roaming pale guard...

A similar topic is discussed on this thread: http://elderscrolls.wikia.com/wiki/Thread:296025