Followers should attack once the player initiates combat with a guard too
To test this, cast "Command Humanoid" on an NPC then attack a guard.
Morrowind.exe makes the NPC start combat with the guard once the guard is hit, even before the arrest dialogue is open too (and cancels if paying gold...etc). OpenMW (in summary) for whatever reason doesn't make the NPC attack unless the guard hits the player.
Edit: Forgot to upload the video:
Edited by Abdu Sharif