You'd killed all of the guards, so it could have made sense for you to try for the treasury anyway. It was about as wise as your first decision. However, I will grant you that I should've allowed you extra choice there.
Here is an alternate run of events, then, should you try to hide instead.
[5] You manage to find a concealed spot in the rooftops and hide there overnight, trying your best to bind your wounds with torn scraps of clothing. [5 vs 2] Patrols scout the town through the night, but from your spot you are able to remain hidden until the morning comes. When it does, around mid-morning a crowd gathers around the chief's longhall [Stealth: 4 vs 6] as three young women wearing black leather armour are dragged into the town square. A young man wearing a brooch-clasped cloak emerges from the chief's longhall and denounces them as spies and assassins. [Torture: 1 vs 3] His allegations are alarmingly specific, going so far as to even name the murderer of his father as being an assassin from Meridian - you suspect the three of them broke under torture. You watch as the young chief orders nooses placed around their necks and they are dragged kicking and screaming to a tree to be hanged.
[1] You try to catch some sight of your other blades, but you can't see them. Either they're remaining in hiding or they've fled to avoid capture. Worse, the Alvings now have proof of your ill-conduct in their confessions.