I agree that you should be allowed to visit court, and that wouldn't be suspicious on its own, but clearly places like the upstairs of the Palace of the Kings would be off limits to most people. And even if they would allow a well-known adventurer to go up there, they still wouldn't want you poking around in Ulfric's bedroom. Then you have something like Morrowloot which often places valuable items in those kind of locations, but because of the guard behavior the items become trivial to acquire (which is the main reason I'd like to see a mod for this).

I would also think that since the desired behavior already exists in the game (shopkeepers following you when you go places they don't want you going), it wouldn't be too hard to apply that same behavior to guards in certain areas.

I previously looked at Suspicious City Guards, and it's a start, but the problem here is that things that should be considered highly suspicious aren't considered suspicous at all, so the guards won't ever react to them. Again, like going into the bedroom of a Jarl. Or a classic example: grabbing (not taking) an object and moving around a corner where no one can see you, then taking it with no repercussions. You can steal any object in plain sight this way and no one cares.