The other City States can't harbor us openly because it would be bad for foreign relations if Ul'dah demanded us to be extradited for trial and they refused. That would pretty much destroy the alliance between the countries.
We went through so much trouble in 2/3 of ARR's plot to get them to work together in the first place, that to throw that out of the window just for one person (us) would be selfish to expect. It's like Merlwyb said to Alphinaud: They have the wellbeing of their own people to look after first, and breaking their allegiances or starting a war over one person's reputation doesn't serve the greater interest.