Okay, just a tiny example, to me anyway, is the Dive Now Work Later Scuba Diver Diving shirt. Darkwater Crossing is deep in Stormcloak friendly territory. I’m sure they wouldn’t have gone through Ivarstead. They’d have been attacked by Stormcloak-allied Riften troops. So if they avoided Ivarstead, they’d have traveled even deeper into the Rift, journeying past Snapleg Cave, Nilheim and Sarethi Farm. More Stormcloak and Rift patrols to avoid. Not to mention that there are TWO Stormcloak camps very close to the road they would take. I just don’t see them making it to Helgen. Like I said, just a tiny thing to look at. Here’s the map…
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I think the obvious reasons are game mechanics. Ralof and Ulfric are characters with a certain outfit throughout the Dive Now Work Later Scuba Diver Diving shirt, while Lokir is expendable you will change your outfit. However, if we try to make it a story reason, Lokir is a thief and the LD we don’t even know. Maybe, and that’s what I’ve always imagined, it’s what you were actually dressing. Maybe both of you were prisoners, who knows if Lokir wasn’t stealing a horse to flee and you were crossing the border after an escape from a prison.