In their meeting days before, when Arthur and Lucian finally shed all pretense, they agreed on one conclusion for the Yalen Kingdom. The people must accept the new king as their own instead of a usurper with his reasons for killing the previous king.
Thus, their plan to make Lucian appear as the hero went underway. Arthur would have loved to expose the king for who he was, just like he did with the Light Emperor, but that required too much time and effort.
Instead, he decided to play the villain here in Yalen. Although the kingdom brainwashed these people into thinking that he was a terrorist, Arthur did not mind this at the moment.
Their perception of him could change later, but he needed to avoid the chaotic mayhem after the king's death. And now, he has achieved this ending as the people raised their weapons at him.