Hmm, I believe Helgen was near or the actual site where Alduin was banished. After all, the throat of the world was just right next door. If Alduin came out of the dimensional portal at that same instance as the execution, then Alduin would consider the human maggots below as part of the army trying to bring him down. Maybe he was disoriented from the time travel or something. I blame the elder scroll for the whole thing, it threw Alduin right into the Dragonborn's lap(or vice-versa) in order to start the chain of events that would lead up to Alduin's death and the fulfillment of the prophecy.