I noticed this the other day as well. I was banking fel side at the Moonglow bank. I guess some lonely depressed Lich managed to follow me up from the cemetary(or he was wandering around town before I got there) and started attacking me. Me being the player I am(i was not able to bard the Lich onto anything except a townsperson!) I called for guards. Needless to say nothing happened, I can not recall if Guards respond to reds or not as that might have been the case(I was on red hunter).
However once again me being the player that i am, and noticing that the guards were choosing to ignore me and my cries for assistance I proceeded to provoke the lich onto a blue npc that was asking for help traveling somewhere. *WACK*
It figures the guards worked for him.