Did Roggvir even know that Ulfric had killed the High King as he let him out? I don't believe you never get an IC answer to that; but it's important to establish guilt [if he didn't, he was 'simply doing his job' and thus innocent].

It's also quite plausable that he simply was not a priority; that to a certain extent he was thrown in prison and forgotten about. Hell, if he lasts for many a month, it's possible that the major folks had believed he'd been executed ages ago and 'they'd simply missed the memo' on it.