Yeah, but in reality, an volunteer escort party wouldn't be composed of such a group of power-based, high-armoured people. It's a long way to travel, so heavily armored knights have to face the fact that their horse is going to cost a LOT of money, because it needs to be strong. However, Skyrim has some of the strongest horses in the world, which is a bonus for them. On the other hand, they also have to lug that equipment into the unknown - but they could just as easily make that money or more by being a knight or a warrior for somebody else. I'm sure most of the heavy fighters would be from the guard sent on duty as a bodyguard. These guys are a group of volunteers, so they're not making any money, so... it's most likely either a. they have plenty of money and are going out of interest or b. they're trying to see what they can weasel out of it or finally c. they really just believe in the situation. Those are broad sentiments, of course, but it explains why we're mostly all one-handed/dual-wielding fighters with fighting styles that incorporate mobility and litheness.
On another note...
My first playthrough of Skyrim, I was a Nord because I was just so excited for the dual-wielding of the game. That's my stuff; I'm almost always an archer, a sword & shield, or a dagger... But if I can play a character that wields two swords or two daggers or anything like that, I'm on it. Always a dual-wielder for me. So, anyway, that's why I went with it - plus, Skyrim was their home, so it just felt fitting for at least one game. Well, I sided instantly with the stormcloaks... Heard their story in the wagon ride at the opening and was enamoured with Ulfric's power of The Voice requiring his mouth cover. This was their home... How could I deny them that in a war against a regime that had fallen after giving the Aldmeri Dominion so little resistance? I was the other way, my passion for the Stormcloaks was blind and fiery. But then, as I progressed, I realized how power hungry Ulfric was; why couldn't he reclaim Skyrim because the Imperials were wrong? I started noticing the "Skyrim is for the Nords!" line a bit too much and it was discomforting... But I wasn't going to switch, because they were partially right, Skyrim was for the Nords. The Imperials were going to bring a lot of problems to the land - what I wanted was for Skyrim to be a home. The Dunmer had to leave Morrowind after the Red Mountain erupted... rather than welcoming their neighbours, the Nords gave them an island and discrimination on the mainland. I wanted everybody to see the other side of the coin, for both ends of the war... I failed, but it wasn't a step in the wrong direction, at least. Because by taking Skyrim for the Nords and pushing the Empire out, it could spark a chain reaction - other nations could reclaim themselves. After all, if those racist, ignorant bastards could do it: why couldn't they?
Anyway, I had a special place in my heart for Stormcloaks - they just wanted their home back. Whatever... Rambling here. And if it seems like a lot of my stuff in that paragraph was broken up and strange or poorly worded, it's because I'm watching some stand-up comedy and only half paying attention to it. c: