When Katnys returned to Whiterun after the revelations at Kynesgrove and High Hrothgar, she sought out the Alik'r warriors whom she had seen arguing with the town guard. Earlier, she had avoided them because she was too focused on the task at hand, but now she felt the need to reconnect with something familiar. Although she did not know these particular Alik'r, she had heard the warriors with whom she and Prym lived talk of Kematu with pronounced respect. She was therefore more than happy to help them track down their target.
Once she found Saadia, Katnys listened to her side of the story, which actually cemented her original decision. Saadia, who has no idea who Katnys is in relation to the Alik'r, refers to them as cowardly assassins, which is a gross mischaracterization -- something only one who had spent time with them would know. There were some other points to consider:
- Even beyond the "assassins" reference, Saadia's side of the story didn't ring true to Katnys's ears. She knew first hand that Hammerfell resisted the Dominion on its own well after the Empire abandoned the province and acquiesced to the Thalmor. Although there was no way she could know the details of the Second Treaty of Stros M'Kai, it was clear that the Dominion had sought terms while the Redguards were ready to fight to the bitter end. It was therefore highly unlikely that a Redguard noblewoman would be pursued by her kinsmen for speaking out against the Dominion.
- Furthermore, the treaty stipulated the removal of all of the Dominion's forces from Hammerfell. Who, therefore, would care if a Redguard noblewoman was speaking out against them? It's not as though the Thalmor were roaming free as they were in Skyrim.
- The Alik'r wanted Katnys to help them capture Saadia, whereas Saadia wanted Katnys to kill Kematu. The former is the request of men doing their job, whereas the latter is the request of someone who is comfortable betraying her own countrymen -- which is exactly what Saadia was accused of.
- Lastly, and perhaps most importantly, Katnys knew the Alik'r (if not these Alik'r), but she had no idea who Saadia was. There was little chance she was going to trust a stranger over people she knew.
That Kematu had used bandits as cover neither surprised nor offended Katnys. He had a job to do for his people, and the bandits provided necessary protection and camouflage. As they meant nothing to him or to Hammerfell, they were expendable. Furthermore, Kematu had no way of knowing who Katnys was and what her intentions were. Had he really wished to kill her, he would not have stayed the hands of his men. After her parley with Kematu, Katnys promised to deliver the traitor outside the Whiterun stables. Kematu, true to his word, captured Saadia without violence; Katnys, for her part, was glad to have helped pay the Alik'r back, at least in some small way.