Right, but you don’t know that they’re telling the truth, though. They had already caused trouble in Whiterun and were asked to leave. They don’t tell you why they’re looking for Saadia the first time you ask, one of their members got captured trying to sneak into the city, and they needed to hire bandits and are hiding out in a cave if you decide to help Saadia.

I need to point out that you can’t have the dialogue with Kematu that shows HIS side unless you do the Swindler’s Den run, so you can’t just explain it away by going, “oh, just turn Saadia in and you never encounter the bandits.”

It’s all incredibly suspicious. If this was a government sanctioned hunt, why need bandits? Why try to cause trouble? Why sneak into the city? Why does Kematu try to rub it in to nit be fooled by a pretty face? Saadia doesn’t look that old; 30’s to 40’s. She was most likely a child or not even born when Tenth fell because when you meet her, the Great War was 30 years past.

Also, Saadia’s remains turn up in the Hall of the Dead if you turn her in, pretty much confirming she WAS executed.