ITT: so many people don't understand (or don't want to understand) that Midgarsormr took away the blessing of light, which is the only thing that let us do all those awesome things like fight Primals, and are mad because the WoL doesn't make the same foolish knee-jerk reactions "they would have done" which would have either gotten them killed or played right into the enemies' hands.
The Warrior of Light is not the badass you think he is. He has, as Nabriales observed, "lost his fangs". Yes, you might have a crazy-strong Relic weapon but you are still just one man. Your skill as a fighter is probably quite good, but not "I can single-handedly defeat dozens of skilled swordsman" good.
A whole lot just happened, and its a lot to take in. It seems clear that Teledji Adeledji is an enemy, but who else is? The entire syndicate? All the Monetarists? Every brass blade? Just a few? Who is truly a foe and who is an unwitting pawn? It would be foolhardy to just start killing people without taking time to examine the situation and try to mitigate innocent deaths. Even if you could cut a swath through the whole city of Ul'dah, which you couldn't, you would be very likely to be killing a lot of innocents and making an enemy of the city for life. You really don't want to end up with the people of Ul'dah remembering you as a butcher.
A lot of people seem to be basically complaining that they felt helpless during all this -- good. I think we're supposed to. We were not ready for this level of betrayal. We're the victim of an expertly crafted trap which has been sprung on us all of a sudden and it goes way deeper than we feared to think. Sh*t just hit the fan in a major way and its probably fairly realistic to feel a bit helpless as friends betray us, allies are murdered, a city turns on us, and the entire socio-political climate changes in a blink of an eye. WoL or not, you're probably gonna feel pretty helpless and confused as all this happens around you. Needing to get away, to have time to take it all in and assess what is really going on and who is truly friend/foe, is pretty understandable and probably even quite necessary.